Looks like you'll need to find another way to prove what someone said to you on Whatsapp. There's news circulating that due to the authentication feature on Whatsapp, screenshots may not be possible.
This authentication feature enables users to set fingerprint access to their conversations, which protects them from being exposed to anyone who has the device in their hands. This authentication will also supposingly stop people from taking screenshots of private conversations when it is enabled.
This update is definitely leading to a lot of confusion; after all, if the conversation is secured it's odd that screenshots are still disabled. However another website WaBetaInfo says that in an illogical twist; authentication blocks those who enabled it from taking screenshots but doesn’t seem to block other users from taking a screenshot of your chats if they didn't enable the authentication feature.
The change has yet to be rolled out on Whatsapp, but here's hoping this would be tweaked better as it is an odd feature to have when a conversation has been authenticated.