I will traveling overseas and want all my incoming call to go directly to voice mail. In "notifications" I put allow calls from no one but calls still go through.

DND. Kicks in when the phone goes to sleep. Even if you have it set to NONE. If you are using the phone the calls will come thru regardless what settings you have chosen. I don't think there is a way of doing what you want. You could try airplane mode on while you are using the phone and turn it off and put the phone to sleep when not using it. Then the NONE setting will kick in just as soon as the phone sleeps

DND only works if your phone is locked. What about putting your phone in Airplane Mode? You can go back into settings & turn both WiFi & Bluetooth back on, & when you want to make a call, just turn Airplane Mode off. In Airplane Mode, all calls go straight to Voicemail.