Hi Fran,
Thanks for posting on the Community Forums! Sorry to hear you've been unable to access your voicemail whilst your abroad.
This will just be because we require customers to set up a voicemail pin prior to travel. If a pin has not been set up, you won't be able to set one up when you're outside of the UK.
I'll pop you over a PM now so I can look into resetting the pin for you. Please look out for my message over at the purple envelope.
Beth
Beth