“It goes straight to voicemail.”
Voicemail records phone messages. Go straight to voicemail means a call reaches it immediately without ringing, suggesting the phone is off or out of signal range.
A2-26 / CEFR A2 / EPISODE 26
Looking for a lost phone
SceneIn a café corner, Tina looks pale.

WORDS & CONTEXT
Voicemail records phone messages. Go straight to voicemail means a call reaches it immediately without ringing, suggesting the phone is off or out of signal range.
Check if ... means to find out whether something is so, and back up means to make a copy of data. Be backed up describes data that has a copy saved somewhere else. Here the cloud means online storage. Frank does not say the photos are definitely saved; he suggests checking whether copies exist. Tina takes cloud to mean the clouds in the sky.
Save means to store, and copies of your photos means duplicates of the pictures. Frank explains that copies of photos can be kept on the internet, not only on the phone. At this point, they do not yet know whether Tina's photos were actually saved.
... can wait means something can be dealt with later; it is not urgent now. Taking up Tina's mix-up about clouds, Frank lightly jokes that they should check her photos online before worrying about the sky. He is not really planning to search the sky later.