As for messages stored on your device, they're in a SQLite database, so you can fairly easily write a query to get the data in whatever format you want. If you can't import it into Signal, then only because Signal doesn't have an import tool for WhatsApp database files.
You can request the account information that's stored on their servers: https://faq.whatsapp.com/general/account-and-profile/how-to-...
As for messages stored on your device, they're in a SQLite database, so you can fairly easily write a query to get the data in whatever format you want. If you can't import it into Signal, then only because Signal doesn't have an import tool for WhatsApp database files.