In a submitted manuscript, how (un)usual is a note "will be inserted in the final manuscript", or other meta-information to editor&reviewers?
I recently had a similar problem and submitted a paper including the sentence:


  Data for the analysis has been submitted to Dryad (http://datadryad.org) with DOI: xxxxxxxx (Note: data will be uploaded at publication, during the review found in Appendix A).


The journal did not have any problem with this, and I have now recieved the reviews. However, I contacted the journal beforehand and asked about this, since Dryad only accepts data from papers that are published or in press. In this case I included the data as an extra, review-only, appendix, and the need for this will naturally depend on specific journal policies. 

Only communicating this information to the editor (your last option) should also be fine. However, for the reviewers it can be useful to have the information in the actual manuscript when they are reading, instead of buried in an email from the editor.