@casino What I meant is the named domains should not be blocked even when “Block Proxy/VPN” is checked. What you showed in the screenshot was probably temporary (i.e., you won’t see the facebook.com domains consistently blocked).
With “Block VPN/Proxy” & “Block Literal IP” checked, Whatsapp can’t deliver messages because it’s literally connecting directly to IP addresses. You need to white list each IP address Whatsapp is using. But that can take a lot of time.
For your own devices, it is better that you create a separate profile and turn off blocking for VPN/Proxy & Literal IP address.