Hey Osamamonzer,
Welcome to Apple Support Communities. In the WhatsApp app, you should be able to listen to your messages through your phone's ear speaker, speakerphone, or through headphones. For steps on how to do so, click here: WhatsApp Help Center - How to play voice messages.
If issue persists, make sure the WhatsApp app is up-to-date: How to manually update apps on your Apple device.
If updating doesn't help, we recommend contacting WhatsApp support for assistance. For information on how to contact an app's developer support, review this article: How to contact an app developer.
In regards to voicemails in the Phone app, before playing the message, tap the speaker icon and make sure iPhone is selected. If it is not, select iPhone and then play the message again.
Hope this helps. Take care.