When setting up a Direct SIP connection between Lync and CUCM 8.6(1a) DTMF digits are not passed from CUCM to Lync. The DTMF has been negotiated properly as RFC2833 within the SIP signaling, but CUCM is not passing the received DTMF digits from MGCP through the MTP to the SIP trunk properly.
After working with TAC for some time, they determined that this appears to be caused by bug: CSCtw70877.
There is no documented workaround for this bug. The fix is to upgrade to 8.6(2a)su1