Leo’s comments point out the most likely problem.
When you calibrate in PHD2, is the mount pointing at exactly the same spot as when you calibrate from Voyager? Especially with an OAG, there are some areas with guide stars and others with none.
Watch PHD2 while it is trying to calibrate from Voyager and see what star it is picking and whether that is a good star to use.
I would suggest to also look at the Exposure length and Binning settings in the Voyager Sequence definition, Guiding panel. These are the values that will be used for Calibration when started from Voyager - make sure they are high enough to get a good star for calibration in PHD2. OAG’s can be especially tricky to find a good calibration star.
Also check your error retry count in Setup -> Guiding. Sometimes calibration will fail one time but work the next - so use a retry setting high enough to have it try a few times.
On the “Brain” menu in PHD2, I find setting the Search Region (on the Guiding tab) a little bigger can help reduce the lost star problem while calibrating.