Can they control private keys and do replay attacks?
Private keys, probably not. WhatsApp is E2EE meaning your device generates the private key with OS's CSPRNG. (Like I also said above), exfiltration of signing keys might allow MITM but that's still possible to detect e.g. if you RE the client and spot the code that does it.
One interesting way to detect this would be to observe sender's outgoing and recipient's incoming ciphertexts inside the client-to-server TLS that can be MITM'd by users. Since the ratchet state differs, so do the keys, and thus under same plaintext, so do the ciphertexts. That would be really easy way to detect MITM.