Hi Bdog,
Thanks for reaching out in Apple Support Communities. I understand that you're having trouble setting up voicemail for your eSIM line with AT&T, but your primary line with Verizon has no trouble accessing voicemail. I can see why you'd reach out about this behavior; I'd like to help. Voicemail is activated and managed by your carrier, so I'd suggest checking with AT&T first to be sure voicemail is set up for this line.
"When you're on a call, an incoming call on your other phone number will go to voicemail, if you have voicemail set up with your carrier.*
* If data roaming is on for the number that uses cellular data, then Visual Voicemail and MMS will be disabled on your voice-only number."
Using Dual SIM with an eSIM
If you're still having trouble after working with AT&T to confirm that voicemail is active for your eSIM line, and other features are working properly, I'd recommend reaching out to Apple for further assistance: Contact Apple Support
Best Regards.