It is perfectly fine to treat new fence panels that have been tanalised or pressure treated, the finish will not run off.
Matching the colour of old and new fence panels can be difficult and its unlikely that they will look exactly the same. This said however, it may be possible to get them looking similar over time.
It's important to remember that any coloured fence treatment can look 'bright' when first applied but will tone down after several weeks or months of weathering. One possible approach could be to treat the older panels with just one coat of treatment but apply 2 coats to the newer panels. This will give a darker, stronger colour to the new which should tone down to better match the older panels after a couple of weeks or months. After this time you will be able to assess weather to leave as they are, re-coat just the new panels again or re treat the whole fence to achieve a better colour match. The newer panels will naturally start to blend in with the older as more years pass and they are re-treated.
Before starting this project we strongly recommend that test patches are done on the new and old panels to access the success of the above.