Voice mails are not separated by phone number

The Apple mobile device architecture and software design construct is based on 1 Individual = 1 Apple Account.

An individual may have multiple phone numbers, and multiple phones.

All “messages” are delivered to all devices on the same Apple Account.

This is just the “tip of the iceburg” of usability and security issues you both will encounter.

Splitting your accounts — and then using Family Sharing — will provide you a much more consistent and refined operation going forward.

How to “unshare” an Apple ID - Apple Community

You’re sharing an ID. That is not recommended for any of a number of reasons, including receive each other’s messages, voicemails, etc. each person needs their own ID.

Your call history and voicemail are synced through the Apple ID to your devices.