Wife's H4 is Pending. I am on H1B effective Oct 1 2019. Can I withhold taxes as 'Married'?

Big picture, choosing your withholding here is the government asking you to ensure you pay-as-you-go. That is, as you earn money, the government is asking you to pay your fair share of taxes as you earn that money.

The goal here being come next March when you complete the 2019 tax forms, the amount calculated that you owe to the government is 0 or less. (The amount you owe here being: the amount of taxes on your total income in 2019 minus the total you paid in.) 'Or less' included in that previous sentence here noting that you may have overpaid during the year and are entitled to a refund.

With that philosophy, my suggestion here would be, at this moment, to ask them to withhold as if you are single. This will withhold more taxes in each paycheck right now (because the tax tables for married and single people are different). However, the worst that can happen is that you overpay some during the year, but get the amount overpaid returned to you as a refund next spring.

This is far better than attempting to withhold too little, as if you end up owing the government too much, there is the possibilities of penalties for not-paying-enough-as-you-go. In my opinion, better to err on the side of paying in too much and getting a refund rather than risk the underpayment penalties.

Furthermore, when the question about your spouse's visa is settled, you can then always come back later and refile the W-4 to reflect that settled status.

The simple truth is that W-4 is not a document asking you to accurately report your marital status. The W-4 is a document asking you to make sure you are withholding enough taxes in each paycheck to get that 'amount you owe' as close to 0 as possible. To wit, I have filled out that form as 'single' my entire life, whether I am single or not exactly for the reasons given above -- I think it is better to withhold more than not enough.