Is Gotham Knights and Pennyworth set in the same Universe as Gotham?

Essentially, yes. Nothing is majorly contracting it thus far.

In Pennyworth's case, it didn't get the ending it wanted to explain how Samantha is out but Bruce is born, because it got cancelled. Maybe we'll get that story told some day.
(Little things like Lucius and Alfred knowing each other 20 years prior or how Sid Onslow apparently betrays and gets killed by Alfred, as alluded to all in one scene of Gotham, doesn't really matter and might have been part of that incomplete story they had planned out. It happened offscreen at this point.)

As for Gotham Knights, regardless how you feel about it, it's connected to Gotham/Pennyworth because they specifically reuse CG models from Gotham such as the Wayne Manor gate, the NYC/Gotham skylines and Blackgate. Same exact models. As for the Joe Chill inconsistency, well Doug Bradley alluded to the fact that Joe Chill might have had the blame pinned on him in this continuity and WASN'T the killer.
Perhaps Matches Malone will tie into that somehow, I dunno. We'll wait and see.
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Pennyworth is absolutely the same universe as Gotham. As for Gotham Knights, it has many visual connections but it's not that straight forward. We'll just have to see if it connects or contradicts anything, but it's definitely set in the same "Gotham" so to speak.

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