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Send the link to yourself in whatsapp and then click on it.

Open a chat with yourself in whatsapp. https://wa.me/your-number . You can spam anything here, it's personal and only you can see it.

They send wa.me/number-of-person-you-are-contacting in that chat. Click on it and it will start a chat with person-you-are-contacting.

All numbers MUST be in international format. Country code and number.

I made a tool exactly to do this: https://trianguloy.github.io/OpenInWhatsapp_Web/

Yeah it used to be quite hopeless unless you opened the link in a tab that had already loaded WhatsApp web. Now however, if you click the green button that says "CONTINUE TO CHAT" on the initial screen, it'll load a page with an option to download WhatsApp and another that's titled "use WhatsApp Web", just click on that one. Unfortunately, it will load a new instance of WhatsApp web in the current window even if you already have another open in another tab.