Joshua_0718 since you mention that you're on MIUI, did you enable "Autostart" in the security settings?
1. Open Security app
2. Go to Permissions
3. Go to Autostart
4. Add Whatsapp into the list of Apps that can autostart
Sometimes, the Autostart doesn't work correctly, especially if you're on older MIUI, because you mention you're still on 8.2.1.0 whereas all Xiaomi phones has already received MIUI 8.5 (except for very old Xiaomi phones)
If Whatsapp is already listed inside the apps that can autostart but the issue remains, do like below
1. Remove WhatsApp from the list of apps that can autostart
2. Reboot your phone
3. Add WhatsApp into the list of apps that can autostart again
4. Reboot your phone 1 more time
PS: Which Xiaomi phone are you using now?
Xiaomi Note.
Noticed there is a lot of improvement in connecting now. Not an issue already