Yes, forwarded calls are not recorded, but if you designate a mobile number and use the "Ring my mobile at the same time" option, then calls answered at the mobile number will be recorded.
If you don't want it to ring a regular extension and mobile at the same time (you just want to selectively forward), you can set up a non-provisioned extension, assign the mobile number with "Ring my mobile..." and forward to the non-provisioned extension. The only issue is recorded calls are associated with that extension, not the original.