Hi, I use the app called WatchChat for WhatsApp
WatchChat for WhatsApp von Alexander Nowak
https://itunes.apple.com/de/app/watchchat-for-whatsapp/id1299535391?mt=8
With this App you can see your Chats, See unread messages and can also send and receive voice messages and can check received pics in highRes incl. option to zoom in.
The voice message will be played on your watch.
I tried out a lot of different apps, but this is (my opinion) the best App, you can get.
Can you confirm if it works independently on the watch only (native) using cellular connection?