It's important that you are able to access all your saved voicemails. Let's get to the bottom of it. How are you currently attempting to access your voicemail (*86 or using the voicemail icon on the phone)? What specifically happens when you attempt to access it (error messages, etc)?
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All voice mails assigned to my old phone are gone. I only have access to the last ten days or so of voice mails. That is the same if I use *86 or the voicemail icon. There is nothing unique about what I see: simply no visible mail at all.
Let's not give up just yet on the voicemails. Do you recall how they were saved initially? Depending on how they were saved (voicemail itself via options, using Visual Voicemail app, memory card, etc), that would be where we'd want to check. There's also an option to archive a voicemail (not save it) which would only keep it for 60 days. Since they are not in the actual voicemail box itself, which is *86, have you checked any other location?