Nothing has sent at all and my WhatsApp has never been connected. Is that the problem?

Almost certainly. Until a WhatsApp connection is actually live, order messages have nowhere to go — the system records them rather than pretending they went, and the message history shows them with no channel to send on. That status specifically means nothing was attempted, so it does not count against the customer either. Connect WhatsApp, or switch on the SMS lane, and the messages have a road.