FS-UAE doesn’t work for too. I never saw any versions of Batocera working with WHdload (in .LHA or .ZIP).
But Libretro-PUAE works fine with it. On 5.25 for WHdload only .LHA works (no .zip of WHdload).
In 5.26 WHdload in .LHA or .zip work fine. But .ADF or ZIP of ADF works fine for me in 5.25 but works slowly in 5.56.