how do i save a voice mail to media file?

Any idea how to do a mass save? Multiple select all of the voicemails and save them as individual files automatically named?

On my Android phone, I was able to use Visual Voicemail to save a vm as an AMR file by opening the vm, tapping the three dots then select “Save message to”. Enter a file name then SAVE. On my phone, the AMR file shows up at the first level in the directory hierarchy.