OK, I have escalated it and received an answer in the Pioneers section saying that it works as expected, also from within the app, WhatsApp.
Conclusion: there must be a hickup on your device, whatsoever.
Normal action: how is it in safe mode.
Regrettably 3rd party apps don't load in safe mode.
You could try to hunt the culprit, the 3rd party app that maybe causing this aberrant behaviour on your device.
That will take a long time.
Better take a shortcut.
My suggestion is to do a software repair using Xperia companion.
Make a backup first.
After the software repair, DON'T restore the backup. Just install WhatsApp and see if you can create the desired shortcut.
Is that is successful it is a 3rd party app that caused your problem.
If not I am at the end of suggestions.
Sincerely hope you will find a way to get what you want.
