@yibr it is probably related to nexmo not being able to access your local developement.
When you send a text then it only goes outside. When you make a call it looks like it is looking for your local url address for process the webhook.
If you are using Laravel Valet then this would be something to look into: https://laravel.com/docs/5.8/valet#sharing-sites
If it is Homestead then I'm not sure how it is done as it is a separate virtual machine and would need some port forwarding.
Hope this points you in the right direction.