You can stop pop up preview notifications within the application's settings, rather than within Settings > Notifications...
These steps may vary depending on the app version, but here's a guide to remove the previews.
Open WhatsApp > Tap three dots (top right) > Settings > Notifications > Pop up notifications > You'll get the option to disable these when the screen's on, when the phone's locked and all the time.
Let us know how you get on.
At this point the best thing to do would be to uninstall Whatsapp and then reinstall it.
Doing this will delete all of your chat history from Whatsapp so we would advise using Whatsapp's built in chat back up before doing so. You can access this by going to Whatsapp and then tapping the three dots in the top right and selecting: Settings > Chats > Chat Back Up.