I actually do that all the time - different ingredients have different densities and different cooking times, so it makes total sense to start cooking the harder ones while cutting the softer ones (e.g. when making a Minestrone soup). Or you want an onion/garlic/tomato base to break down before inserting other ingredients that should only cook shortly and retain their texture.
It's not really that hard to get it right though, just by touching it it's easy to see that a zucchini will cook faster than fennel.
This is why wine was invented.
Not really, cooking is not baking (where you need to control the process tightly), you always have much more leeway (except for marginal conditions like things burning). Especially with harder vegetables, which have a long range from hard over al dente to soft but still nice. Unless you have to fulfill some Michelin style quality control, you won't have that problem.