I've not done this myself but if I was to I'd probably start with the following:
Try to working out how WhatsApp traffic flows work - i.e. do they use a range of IP addresses/FQDNs for text, a different range/FQDN for calls and a different range/FQDN for attachments? You could then block the range/FQDN for the attachments. Of course they could change the IP addresses/FQDNs at anytime so this could result in you playing catch up all the time.
Another thought would be looking at the mime type of the attachments and doing some filtering on those.
Other considerations of course are why you want to do this i.e. is it to preserve bandwidth, or for compliance. If the latter there may be other factors to consider. Also, it would depend on what equipment you have at your disposal. You mention internet proxy - the vendor may have done all the hard work and it may be a simple setting in there to prevent attachments.
I know this isn't an answer but hopefully will give you some places to look.
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