Messages are stored for 10 days and you’ll receive a mailbox almost full notification/deletion warning 3 days before messages reach their expiry day. You can store messages indefinitely by re-saving them after the storage time has elapsed.

In case it was deleted or recently expired you can try to recover it.

To recover messages deleted in a previous login as well as any recently-expired messages, press 19 from the main menu.

According to their website :

How long can I save my messages?

Messages are stored for 10 days and you’ll receive a mailbox almost full notification/deletion warning 3 days

And

 So, if you saved it a week ago, then you shou still have it. 

Voicemail FAQ : https://www.koodomobile.com/en/help/voicemail?search_api_views_article_search_fulltext=Voicemail