Perhaps I should clarify that I don’t think it’s necessary that all of the proto-whale examples fit into a direct line of descent. However I think the chances that at least a couple of them will prove to have existed as species for a few million years longer than we currently have fossil evidence for are excellent. The “evidence of their existence” you want is all the different whale-related descendants they left.
Related to other comments on this thread, I do think living animals can qualify as transitional species. For example, there are frogs living today and the original amphibians that crawled out of the oceans pretty rapidly became something we would call “frogs,” despite not matching exactly any present-day frog species. Similarly, we would probably look at the original transition to reptilian characteristics and call it a “lizard,” more or less, and the precursor to all of them we would call a “fish.”
If you want to call a chimp an intermediate form between us and baboons, that’s actually fine with me, keeping in mind that chimps do have a few characteristics that our common ancestor didn’t.
The article didn’t at all say you could get practically any result. It was addressing uncertainties much farther back in time than any of the whales or other examples we’re talking about. This is a known issue. We expect DNA trees to start looking fuzzy after enough time elapses that everything is probably mutated, and the solution is to look at things like the genes for mitochondria that can’t change freely while maintaining viable organisms. But this is kingdom/subkingdom levels of uncertainty, not orders like Cetacea. For looking at the recent past, genetic trees are amazingly reliable.