What's safest way to run WhatsApp?

You don't need to go that much. Just install any Android emulator on your computer, install WhatsApp on the emulator, and start WhatsApp. When it asks your number, you can give your own number, get the authentication code via SMS and input it on WhatsApp inside the emulator.

The emulator is a VM, so it's a sandbox. If the primary concern is WhatsApp sending private data from the phone to Facebook, the emulator will have no private data. Just install only WhatsApp and nothing else, so there's little to no data to be leaked.

Android x86 might be a better alternative to Remix OS as it seems to be discontinued.

You could either boot it directly from a stick or use a virtual runtime like Virtual Box or qemu.

But you have to expect negative repercussions on performance when using a virtual machine.

Apart from that, there are "ready-to-use" Android emulators available. Some of them are paid, so I'm not mentioning the names, but you can find them easily by means of googling. One of the free options would be the one included in the Android SDK.