Has anyone managed to get this working with Microsoft exchange, works simply enough with an external SMTP server but I want to run this off our local Exhange server, I am not sure how to diagnose this as there are no errors generating

make sure it's on the newest firmware (3.5.8 from ftp.draytek.com), the new firmware adds support for SSL / TLS for SMTP at long last, so if your exchange server requires that then it should work

I'm running Current Firmware Version: 3.5.9_232201 and I cannot see anywhere to select SSL for mail. Where do you see this option?

I have had this working for quite a few firmware versions now with multiple 2820's over an mpls network, great function.

I got it working by selecting send voice message by email in voicemail configuration and setting the smtp up to point to my exchange. I have various DDI's setup and then set associating extensions to those with valid VM to email. I just setup actual AD accounts with mailboxes for each one, so make sure they match up on your exchange