In C++ namespaces and #include are entirely unrelated. I’m guessing you maybe have a C# background, since I think in C# the two concepts are somewhat merged.
First off, you can use namespaces, they just don’t mix well with UE4’s reflection macros, which renders them usable only with code that doesn’t need to be directly exposed through the reflection system.
There’s nothing stopping you from creating a .h file which is nothing more than a collection of nested #includes of other files, but in UE4 you should probably just add the #includes to the pch instead. Strictly speaking it’s better practice to still add the required includes to every file that depends on them, even though just adding them to the pch would be sufficient. That said, it’s pretty hard to stick to that in practice given the size of the engine.
One thing you shouldn’t do is include a file which you will change frequently in the pch, since that will require you to rebuild the whole project every time it changes. So usually that means only engine and third party includes go in the pch, plus perhaps one or two core project headers that will rarely need altering.