Unfortunately, you cannot change the volume of the whatsapp notification. Since you already turned up the volume of your device and SMS, that will ultimately be at the optimal level that you can have it.
Hope this clears things up.
Just an extension on this anomoly. WhatsApp volumne is working fine but not all the time. On my X7 it only seems to work if you exit whatsapp. If you send a message and put you phone down, the app must assume your still using it and no notification is requied. If you exit the app and put the phone down, it will notify you with a normal volumne alert. The situation of using whatsapp and then just putting the phone down to go into self screen lock, Im not sure what the notification is yet, havent tried that.