Hi Room101A,
Thanks for contacting Apple Support Communities!
We understand that you're seeing blocked voicemail, but it doesn't appear in your block list.
The iOS includes features which would allow you to block email, messages and phone numbers but not voicemail. This may be a feature of your carrier. You can learn more about how to block calls and messages here: Block phone numbers, contacts, and emails on your iPhone, iPad, or iPod touch
"Manage your blocked phone numbers, contacts, and emails
To see the phone numbers, contacts, and email addresses that you've blocked from Phone, FaceTime, Messages, or Mail:
Phone
Go to Settings > Phone and tap Blocked Contacts to see the list.
FaceTime
Go to Settings > FaceTime. Under Calls, tap Blocked Contacts.

Messages
Go to Settings > Messages. Under SMS/MMS, tap Blocked Contacts.
Mail
Go to Settings > Mail. Under Threading, tap Blocked."
We would suggest that you contact your carrier to review the provisioning of your account with them to help determine if they have the capability to block voicemail.
We hope this helps.
Cheers!