how to recover voicemails from old iphone that didn't move over to new phone

I got a new iphone and set it up syncing with the old but no voicemails came over and now I can't find them. My dad passed away and I had his voicemails on the old phone. Are they in iCloud? Can I download them to the new phone somehow?

Any help is greatly appreciated. They were all I had of his voice.

Thanks