You got me curious because I have voice memos from 2011 to present on my phone so I checked to see if they were on my computer which uses the same Apple ID (important). They weren't! You didn't say which MacOS you are running, but I am running MacOS 13.5 Ventura on my M2 MBP.
The directions in this link didn't work until I opened the Voice Memo App on my computer, then it downloaded all of them and they work! They are stored in the Voice Memo App and in your User Library.
Let us know if you find all of them.
SVMUG & Virtual Harbor