I had the same issue a while back, and it seems to be after an update of the app. I noticed my notification was turned off, although it was turned on previously, and WhatsApp notifications came through. I know you've said WhatsApp notifications are on, please double check and check the notifications settings on the pickle Wear app, too. Also, remember that if your phone is on, do not disturb, that would sync to the watch.
Finally you could uninstall the app from the watch and start afresh. That should do it.