How do I stop voicemail going to another iPhone?

There's only one way that happens and that is because you and your wife share the same Apple Account. That needs to stop, unless you and your wife are OK, with voicemails appearing on both phones. Merged call logs. The ability for either of you to delete photos and check each others text messages. You or your wife could also change the Apple Account Password, locking you out of your phone.

Read this from Apple as they have told users for more than a decade they should share an Apple Account --> Make sure that each family member has a unique Apple Account - Apple Support

Then if you'd like to unshare your account, read this user tip from Lawrence Finch --> How to “unshare” an Apple ID - Apple Community

Stop sharing an Apple account. You each need your own.