Huh. And there is no message on the phone, like "Key is not active" or anything?
I assume the callerID you want to divert is an inbound call from the PSTN - What kind of gateway/trunk is it? (SIP, MGCP, etc.)
Do you have the Use Legacy Immediate Divert parameter set to true or false?
Is the number the originator dialed the number of the shared line appearance, or is there a forwarding hop in there?