I cannot receive WhatsApp notification on my Apple Watch

Did you make sure that in the WatchApp on your iPhone in My Watch/Notifications, WhatsApp is enabled?

If yes, force restart the watch by pressing and holding the Digital Crown and the Side button together for about 10sec, until the Apple logo comes back again.

Also force restart your iPhone:

Force restart iPhone - Apple Support

And, notifications will only appear on the active device first:

Notifications on your Apple Watch - Apple Support

The App WhatsApp has to be listed on your iPhone ->Watch App -> Notifications

 -> Notifications

Did you already check the troubleshooting on the WhatsApp website?

About WhatsApp for Apple Watch - WhatsApp Help Center