Well, surely your client knows what its own key is, and would notice that the listed key is wrong when it checks it.
No they can't. Key transparency cryptographically makes sure everyone gets the same result.
These are all good measures though. It's much harder for Whatsapp to mass attack users this way.
So for wa to do a man in the middle attack they would also need to convince Cloudflare to sign two inconsistent tree heads.