Hi!
The WhatsApp desktop traffic is not recorded in the squid log. It's weird, it's like the traffic from the application doesn't reach the proxy.
I did a packet capture with Wireshark and Fortinet (we use Forti Firewall), I added the IPs as exceptions in the proxy and it didn't work.
I also tried leaving the user as a proxy exception and it didn't work. (squid/exclude/user/ip/list).
I left it working leaving an exception locally on the computers, except the domain
web.whatsapp.com* and I manage it to the permission by IP in a Forti group. (use the same IPs that I managed to capture with Wireshark)