Hi rupyjl,
Thank you for reaching out to us in our community and welcome back, sorry to hear you are unable to retrieve your Voicemail while abroad due to not having a pin set up, this is something we can help with, a pin should be set up before you leave the UK, if you haven't done this please make sure this is done next time, you can do this Via your Mobile Online Account.
So I can help I will send you an invite into a private chat, once received please click on the purple envelope to accept.
Regards
Paul.