Mailbox full but not showing

That's because the mailbox that is full is on your carrier's voicemail server. Your phone doesn't know that it's full. You can either delete voicemails from your phone, then remove them from the deleted messages folder, or log into your carrier's email server and delete them there. If you do it from your phone you must have a cellular data connection while doing it as visual voicemail only works using cellular data.

Check with your carrier to learn how to log in to their voicemail server. The usual way is to call your own number from your phone, then follow instructions, or hold the "1" button on your phone for several seconds.