There are opposing opinions about when calls should, or should not, appear as a missed call.
You posted this in Softphone Applications, so what version of the App are you using and what device are you using?
What happens if you do a test call to your Softphone while you have the App open and do not answer the call? How does that compare to what happens when the App is closed?
Any way to get some standard OS notification of a new voicemail?
The OS isn’t going to know about a new Voicemail message unless the App notifies the OS. If the App isn’t running when a call attempts to reach your device then there is no way that you can receive any kind of notification.