@CrazyFreak
Opera 135.0.5973.92, Windows 11.
I had the same problem, and surprisingly, I used the same key combination for WhatsApp, ALT+W.
And exactly the same testing I've performed, with ALT+W assigned to Facebook Messenger and working ok, but not on Whatsapp, and assigned another combination, like ALT+Q still don't work for Whatsapp, but working ok for other messengers from sidebar.
Of course, CTRL+SHIFT+M is working ok, it opens the Whatsapp messenger, but I consider this shortcut to be too complicated (besides the fact that is generic, and it will also open other sidebar messengers that I've used before, including Whatsapp, so is not very practical).

So, in short, the same problem is in Opera for Windows, so is not a Linux only problem.

I hope that somebody will find a solution for this problem, or if this is a bug, it will be corrected in a future update.