According to all rumors, to Madonna's Instagram & Youtube teasears, and so on, here is an up-to-date of songs that are rehearsed this summer, to be included or not into the final Rebel Heart Tour setlist. Stars show the most credible and reliable rumors for us :

Living For Love 
Into The Groove
Devil Pray
S.E.X.
Holy Water
Music
Unapologetic Bitch
Hold Tight
Ghosttown
Take A Bow
Between The Bars (Eliott Smith)
HeartBreakCity
Like a Virgin
La Isla Bonita
Pray For Spanish Eyes
Justify my Love
Bitch I'm Madonna
Love Don’t Live Here Anymore
Body Shop
Who's That Girl
Deeper and Deeper
True Blue
Dress You Up
Vogue
Love Profusion
Iconic (Opening)
Sorry
Don't Tell Me
Holiday
Rebel Heart

UPDATE #01 - 2015 08 07 : 

Who's That Girl  confirmed by Madonna on Aug 07
Dress You Up  confirmed by Madonna on Aug 07
Vogue confirmed by Madonna on Aug 07
Holiday confirmed by Madonna on Aug 07