I was able to get notifications to work for WhatsApp and Wear OS with the Samsung Galaxy Watch 6 Classic. The process unfortunately is never simple. First thing I did was make sure
1) Do Not Disturb was off
2) notifications enabled on both devices along with proper permissions
The latter was the key for me as notifications weren't completely set up. I uninstalled and reinstalled and relinked my watch as a linked device. that process worked.