WhatsApp requires a pre-approved template to message someone outside a 24-hour window; Instagram and Messenger do not have templates but enforce the same 24-hour free-form window strictly.
WhatsApp is best for transactional and high-intent conversations (bookings, order updates). Instagram and Messenger suit discovery-driven brands running ads and organic content straight into DMs.
You can connect all three — leads captured on each land in the same Contacts list, tagged by channel.