When a voicemail is forwarded there is no indication on the part of the recipient that the voicemail was forwarded, it appears the same as if you were called directly. Is there anyway to fix or change?
The assumption probably is, that the reason you got the forwarded voicemail will be self explanatory once you've listened to it, or...someone has already informed you, that they have/will be forwarding a voicemail onto you.
You could look at your call history - either on the phone or on 3CX MyPhone - and match the data/time of the call with what you hear on the intro prompt (assuming you have the 'Read out Date & Time ...' option selected in the VM config'.). The call history will show if the call is external or internal ...