I don't think WhatsApp apk source where you install from or country/IP not matching is causing the issue.
Because I just was able to transfer all my chats from WhatsApp in another graphene device to another (don't remember if the VPN was on).
And it worked.
But I tried with other phone number in a work profile installed WhatsApp and "add account" in owner profile,
In both instances I got "unofficial WhatsApp" error page.
I don't think WhatsApp bans a number which has a lot of history using WhatsApp.
I think its WhatsApp when sign up, only then checks with google services / play Integrity API and that's the main cause.
I am using Beeper (on-device) linked, hopefully this setup works but WhatsApp metadata like my prpfile, status, other profiles etc is not there on Beeper.
I will try to switch on Google Services in Work profile with my country code matching the IP.
And report back.