you know I bet the xfer to vm button is actually using the 500ffff code to do this. Is the voicemail pilot the same number on both sides? If your VTL's are setup like mine, for example... Site A is extension 1000-1099 site B is extension range 1200-1299. Your dialplan knows when site a dials site b because is sees site a phones dialing 12xx and has a dialplan entry to route over the VTL for this. The problem is probably that both of your vm pilot numbers are 500 or 5000. So at site A when you hit the xfer to VM button, the phone goes directly to the local VM pilot and looks for an extension at site B which obviously is not part of the site a system.
I dont know a lot about the 5000ffff code but I wonder if the first couple characters of that code is referring to the VM pilot. if it is, you may be able to change the pilot of Site B. then you would have an SSD button that would have a 4000ffff number attached to it. This is purely just speculation though.