Music app playing Whatsapp, Telegram... audios

I use the preinstalled Music app, I like its simplicity, but it is very annoying that it mixes actual music files together with Whatsapp, Telegram…audios. I guess it detects them as “music” files and mixes them in the general playlist. I already tried to avoid this by manually selecting all the actual music files and creating a specific playlist in order to avoid the Whatsapp audios being played, but, for some reason, that playlist dissappeared.

Is there any way for the Music app to avoid playing those audios while listening to real music?
Thanks in advance

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