Is your expectation that calls to the ephone-hunt should be forwarded to the voicemail box for dn 10? If so, then I think the behavior you are seeing is correct. Because on this forwarded call, the VM system would see the extension assigned to the ephone-hunt and not the dn/member.
This is because CUE is looking at the original called party number when selecting a voicemail box in which to forward calls. In
this case, its looking for a mailbox with the extension 502, which doesn't exist, hence the error message. I cannot remember off the top of my head whether or not you can configure alternate extensions in CUE, similar to what can be done in full blown Unity, but another remedy would be to configure a translation to translate 502 to 202, and apply to the outbound dial peer pointing to CUE.