WhatsApp frequently sleeping

I have three Android devices: - Lenovo A7000 with Stock ROM Lollipop 5.0 - HTC Desire 620G with Stock ROM KitKat 4.4 - Samsung Galaxy Tab 2 with custom ROM (Resurrection ROM) Lollipop 5.0.2. In all these devices, WhatsApp sleeps frequently when the screen is off. When I turn on the device screen and use WhatsApp, I am getting messages normally. But when the screen is off after a short span of time, it stops receiving messages. I need to turn on the screen and open WhatsApp to start getting the messages. Then a bunch of messages will be received. I am facing this problem in all three devices in both Wi-Fi and mobile networks. My Wi-Fi network is fast enough (40 Mbps) to receive messages at an instant and mobile networks are decently fast (>3 Mbps). In WhatsApp Web, I am getting **Phone Not Connected** yellow messages when I turn the screen off. After researching on the Internet, I learnt this may happen when the device enters power-saving mode or when background data is restricted. But in my devices, I never turn on power-saving mode and never restrict background data too. Any other reasons? For this reason, I have changed the screen timeout to 30 minutes and left the WhatsApp open. Is this an app bug or some other problem?