Upgraded iphone 5 to iphone 6, how do I recover my voicemail?

I'm so disappointed and frustrated. I recently upgraded to an iphone 6 and tried to recover my voicemails that were saved on my iphone 5 and now, they are no where to be found. I set up my VM on my new iphone (6) and it says I have NO messages. I checked my iphone 5 and it also says "To retrieve a voicemail first set up a password and greeting." My saved voicemails are gone. This is very sentimental for me because I just lost my father and saved all of his voicemails.😢 I wanted to keep them and now they are gone.😟 Prior to connecting the new iphone, I spoke with a Verizon rep and he told me that my voicemails would carry over with no problem. However, unfortunately that did not happen. I would have never changed phones if I knew that I was not going to be able to keep my dad's voicemails. Can anyone help? Is there a way to retrieve them? Please.