Same issue here, I've tried multiple computers and I have the same issue on all computers. I attempted contacting whatsapp support and they didnt seem to be much help.
I've finally given up and installed whatsapp web, you can add a shortcut to your desktop through chrome and pin it to your taskbar in windows. Chrome allows you to display notifications.
I keep trying the UWP and app downloaded from the website everytime there is an update to Windows, but still have the same issue.
One thing I did notice was that "Whatsapp" does not show as an option in "Notification and action settings" in windows.