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I am someone who prnounces Wh- differently from W- so to me this is not just a spelling variation of Waylon but would change the pronunciation. But it's likely the parents are people who have lost the distinction between wh- and w- in their speech and so think they've just come up with a "unique" way to spell Waylon.

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Because of the possible pronunciation confusion, I would advise against Whaylen if asked.