To add the whatsapp icon next to the phone icon in the primary menu.

Please add the following code to includes/social_icons.php before </ul>:

<li class="et-social-icon et-social-whatsapp">
<a href="#‎" class="icon">
<span><?php esc_html_e( 'Whatsapp', 'Divi' ); ?></span>
</a>
</li>

then add the following code to custom css box in Divi>theme options:

.et-social-whatsapp a.icon:before { content: url("whatsapp icon url here"); }