Yes. I understand WGS as a basic and comprehensive pharmacogenomic method that could likely lead to a partial mechanistic explanation.
Also, from my interpretation of what I have read on the topics, its more efficient to “drill-up” through the epigenome, transcriptome, and proteome, than it is to drill-down because the genome is not nearly as dynamic as the other “-omics” domains. Their variable nature within an individual and interactions among these higher-level domains introduces another huge layer of complication.
It didn’t appear to be feasible to begin with a “proteome-wide” association analysis when I was heavy into it. It was something performed on a particular set (sometimes a very large set) of proteins to test a hypothesis. That was a few years ago and may have changed.
As axo stated, 2 leading experts in molecular biology independently recommended starting with WGS after consideration of the predicament. Undertaking such a research project will ultimately be left in the hands of an expert scientist.