For me to get WhatsApp to work with any microG rom the only problem is that to receive the SMS (or phone call) from Whatsapp to verify the login you need to go to App Details (outside WhatsApp) and give it a RAFT of permissions that it doesn’t get by default like it would get on Google Play’d roms (stock Android etc). So once you give it SMS and Phone permissions, then it can send the message / make the call to give you your verification code.
Yes, WhatsApp still gives the message warning that it may not work since I use a custom rom, but no issues from what I can tell.
Once then logged in, you can go back and take away the permissions you don’t want it to have anymore, I believe it should keep working.