I cannot say for certain but you could safely integrate both servers into exchange just ensure the user is only enabled for single inbox on a single unity connections cluster.
Depending on your time frame and migration strategy you can create an additional voice mail profile on the communications manager for the connections 9.x, disable the exchange integration on the unity connection 8.6 (globally or for particular users) and swing the line voice mail profile over for the 9x version.
You can use COBRAS to import user (or users) to the other cluster that are exchange enabled, however users may get a duplicate voice mail in their mail client or don't import messages and get users to check/clear messages on the old system using exchange or dial-in.
Hope this helps