A proxy server takes an incoming packet from your computer and forwards them on to the target site, and does a similar redirection of the response from the target website. This not only requires that the server is capable of receiving packets and forwarding them to the required destination, but also they must include port remapping as multiple users of the proxy service may be using the same port numbers to access the same website, and the proxy has to be able to return responses to the correct user. A normal website does not normally carry such software, and a website will not normally allow you to install such software. You might be able to do what you want if you set up your own website on a hosting service and include the appropriate software in that website.
As far as I can tell, WhatsApp does not offer a DNS server. If it does, then it is unlikely that this would make any difference to the way your ISP monitors how much data you are using. A DNS server simply provides you with the IP address relating to the particular domain you are accessing. Once your computer has the IP address, the DNS server is no longer required. Once you have the target IP address you require, there is no real way that the ISP can tell whether you got the address from a particular DNS server.
What the ISP may be providing could be unlimited access to the WhatsApp website. When you go to www.whatsapp.com, you can get the IP address of the site from whatever DNS server you have configured in your connection. Normally, by default for home users, your computer will have its DNS server configured as your router, which by default will use a DNS server provided by your ISP. However, the ISP can recognise the WhatsApp IP address and exclude this from the accounting associated with your account. This would allow you to use the WhatsApp site without any cap, but would not provide any other relief from whatever charges apply to your ISP account.
Finally, using a proxy service will normally make connections slower due to the longer paths across the Internet. This can be very bad for online gaming. Also, you have to be careful when using a proxy server as you might accidentally (or intentionally) infringe Terms of Use of certain websites and may even commit criminal activities such as copyright theft, which can lead to prosecution.
I hope this helps.