You have missed one of the call forward settings. There are several different call forward options including:
Unconditional forwarding
Forward if not answered
Forward if phone is unreachable (powered off)
Forward If busy
Those are the main ones, there may be a few I forgot. Depending on your network some may not be available in the friendly menus on your phone and you need to do it the old fashioned way with codes entered like a phone number. These codes are often different for each network, so consult your network to find out what forwarding is active and how to turn it off.