Yes, they pronounce /vah/ वह wrong; it should sound like "vo". It has been discussed many times, but Duo won't change it.
It's like teaching someone English and saying /brought/ should be pronounced "bro-ga-ta" because there is a G in the spelling and because some earlier Germanic language did it hundreds of years ago... Oh, and because somebody in Scotland does it, lol.
"Vaha" is nothing that I know of. (?) If by chance you're thinking of /vahāṁ/ वहाँ, then that's something else.