Network and WiFi issues

I have two problems:

1. I know if I am connected to 3/4g or WiFi, as I have a VPN installed, and it says VPN on the status bar when I have an internet connection. When I switch my phone on again, just out of sleep mode, not fully off and on, it has to reconnect to the network/WiFi, I don't have to put in the password, but it takes time. This also mean I don't get iMessages immediately, they come in groups and the person sent them about 5 minutes ago.

2. I also have a problem where I get lots of voicemails, but my phone never rings.

I would like help with both of these issues.

iPhone 5C

iOS 9 (I know it says I have ios 8.3, but I have ios 9)

Network: EE

Likes Apple: A lot