The whatsapp:// link works for me on my MacBook Pro.
With that in mind, I'll just make it available regardless, I think.
Are you using the desktop client for WhatsApp? I'm using the web version (runs in a browser):
https://web.whatsapp.com/
and the link with whatsapp:// doesn't work with this.
However, the version in the FAQ that is https://api.whatsapp.com/ does work with it.
So amending the current WhatsApp link (for this thread) to this:
https://api.whatsapp.com/
send?text=Implemented%20-%20Whatsapp%20button%20for%20desktop%20version%20of%20xF2...%C2%A0https%3A%2F%2Fxenforo.com%2Fcommunity%2Fthreads%2Fwhatsapp-button-for-desktop-version-of-xf2.132691%2F
works for the web version or the desktop version. For the web version, you get this:
which then opens the web version.
If you have the desktop version installed, you get this:
allowing you to choose where to send it (either desktop client or web) and remember your choice for the future.