Funny little anecdote: When I was at a hackathon, I was sending my team members, over WhatsApp the hosted ngrok link each time I accidentally closed the tunnel. The WApp microbrowser didn't store cookies and as such would get stuck in the redirect loop from the index (yeah, yeah, it was a hackathon). This would lead to my WhatsApp Web client crashing before the message was even sent. It would only happen when I sent my badly programmed auto-login URL, and no time else, so I'm quite confident it was aggressively failing when it didn't manage to get the information it needed and straight up crashed the web client.
Yes. To be specific, if you are using the Web based WhatsApp (or the 'Desktop' app), it will not load the preview until your phone has pinged that it's online. There are many times when I wait for the preview to load (because if you send the message without the preview, no-one else gets one either), only to have to wake my phone and voila, the preview then loads on Web WhatsApp.