Part 1 of 2
Since your Text Replacement works in other apps, there is no reason to change or recreate your macOS replacements.
With WhatsApp open and the message field active, check Edit >> Substitutions >> Text Replacement.
Apple says this option controls whether an individual app uses macOS text replacements.
If it is checked but omw still does not expand to “On my way!”, then the issue is confined to WhatsApp's handling of macOS text replacement.
Apple also notes that text replacement is not supported by every app. (Apple Support)
Text replacements, smart quotes and dashes, and smart links aren’t available in all apps.
Your macOS Tahoe 26.6 is relevant because Apple confirms that 26.6 included bug fixes and security updates, but Apple's published notes do not identify a Text Replacement change or a WhatsApp-related issue.
So there is not enough evidence to say that Tahoe 26.6 caused this problem. (Apple Support)
Part 2 of 2
Certain misconceptions persist regarding the relationship between Apple Computer and third-party applications.
These misconceptions often arise when third-party products fail to function or meet user expectations.
Apple is responsible for addressing issues with its own services, applications, operating systems.
However, Apple cannot rectify user choices of third-party products installed and used on their computers.
This responsibility lies solely with the third party to evaluate the performance of their products when used on an Apple Computer running the intended version of macOS.
How to contact an app developer - Apple Support (CA)