It is disliked to start a voluntary prayer after the Mu’adhdhin has started to say Iqamah for prayer, whether that is a regular sunnah, such as the sunnah of Subh or Zuhr, or anything else, and regardless of whether he knows that he will catch up with the rak`ah with the Imam or not
باب كَرَاهَةِ الشُّرُوعِ فِي نَافِلَةٍ بَعْدَ شُرُوعِ الْمُؤَذِّنِ