The [WotC] Overwatch Whim Squadmate cosmetic mod adds a really convincing Whim facsimile to XCOM 2: War from the Selected with custom colours and wing variants. In the authenticity, “this mod adds Europe Mercy’s country of origin.”
Look into the description portion of the Steam Workshop page linked above for a range of downloads and a few suggested mods which help Whim to operate easily. Missing Packages Fix + Resource sounds somewhat essential one, as the Whim Voice Pack needs to be an enjoyable addition.
It is a purely cosmetic mod, so pricier the mod to include any one of Mercy’s abilities in to the game. It appears good though. Search for a couple of from the colour variants below.