Hello and thanks for posting.
ADTRAN IPBGs can only handle a few SPRE codes locally:
Currently, the only SPRE codes that can be supported locally on an ADTRAN IPBG are:
*22 Conference (R10.9.4 and later)
*67 Block Caller-ID delivery for this call only (A2.03.00 and later)
*69 Call Return (A2.03.00 and later)
*70 Disable Call Waiting on a per call basis (A2.03.00 and later)
*72 Call last dialed number (A2.03.00 and later)
*88 Transfer (R10.9.4 and later)
I believe you are correct in thinking *39 is for DND. I am not sure how your phones work/interact with the SIP Server, but the only thing the ADTRAN can do with *39 is pass it out the SIP trunk.
Let me know if you have further questions.