We use the yealink T46G and S.
If we want to call back missed calls from the history the call fails, It says the number does not exist. If we manually dial the number it works.
Do you dial the number exactly as seen in history?
You can check your activity log to see exactly what the phone sends to the PBX on a failed attempt (vs a successful direct dial), and we can take it from there
Good suggestion by @Saqqara, one thing we have experienced issues with on our PBX's with this setting is it can present issue if your customer has offices based in multiple countries (I am talking small offices/remote users so not enough to warrant PBX deployment per country).