do not disturb will not activate

I am off on a personal trip. I want my phone with me but I do not want calls coming through unless they are from my boss or my family. How do I set up my phone? When I activate Do Not Disturb an incoming call from home gets an engaged tone and that is it. No voice mail. It is set up for calls from Favourites but I have none in my list yet and Silence is set for Always. If I add the home number to my favourites my iphone responds correctly, but when I remove the home number from the favourites the following call from my home still goes through.

Is this function buggy or am I doing something wrong?