Hide online status and Lock screen options
Hide online status option on the Settings tab make you offline when it's checked.
Lockscreen function under Basic settings let you define a password and lock the Whatsapp Web screen. You can open only typing the correct password. Click Set password button to set a password. You should set a password to use this feature.
Blur options let you blur messages, names, photos in the left chat panel and messages in-chat. Click Blur settings panel under Basic settings to manage it.