Is it OK to say "to my knowledge"/"to our knowledge" in the literature review of the PhD? I have read widely but I don't want to make the statement without that little disclaimer. But then I don't want to appear wishy washy or to lazy to have made 100% certain...
What do people think?

For me, this is completely contextual and without that I don't think there's a good way to answer this question. Does the statement in question relate to something that is potentially 'knowable' and it is just you who doesn't know as of yet or something that is impossible to know but plausible (...there is no life on Mars, to my/our knowledge)?

Personally I think such disclaimers are a bad idea. The literature review should be comprehensive - full stop.

You can use words like 'may', 'might', 'could', 'possibly', 'seem', 'appear' etc. to indicate uncertainty. These are all common in academic writing. The phrase 'to my knowledge' suggests that your claim is not really based on any evidence and that you are too lazy to seek out evidence to support it.

If you were to use the statement to 'our' anything, I'd avoid out in the thesis, as it's primarily your work, do better to use my.

However, it is common to use our and we in journal papers

No matter how thorough you are, you can miss something... hence I feel the need for a disclaimer. But I will only use it very sparingly, and ditch the "our"! Cheers

Is it possible to put it into more objective-sounding terms? For example, instead of saying, 'to my knowledge, no-one has written about X', you could say something like, 'a literature search using the terms 'abc' and 'def' did not reveal any articles on subject X'.

I've used the phrase 'to the best of this author's knowledge' as a disclaimer in my thesis. I was advised 1) to claim ownership of my work i.e. not to use the word 'we' and 2) to write it in an impersonal way. I've seen people use 'despite searches in the available literature using x and y terms in (year),...' as a disclaimer too.

Objective terms is a good idea. I think I'll do that in the thesis and use "our" in the paper version. Cheers all.