Do you already have a working script to build from? I.e., Do you already play prompts and send to queue today? Are you just looking for the voicemail option?
EDIT: I worked with OP in a private Webex and it turns out that the issue was simply that they were attempting to adjust a loop counter in order to opt out to voicemail, but the variable adjustment they made in the variables pane, was being overwritten by a Set step inside the script, thus ignoring OP's edit.