Can I include under-review content in my PhD Thesis?
I am sure this may vary but this is standard procedure for our theses since they are based on papers. A student will typically have about four papers/manuscripts in their thesis ranging from published through all stages of revision in a journal to not yet submitted manuscripts. 

You will need to check with your local guidelines what is expected from a thesis to figure out the details but it would seem difficult to demand all published papers unless the period to complete a PhD is open ended.