I think the thing that makes it feel mismatched to me is that it feels like it was chosen as something to add to
Anna to make it more than just
Anna (you know, like
Anna + Name or
Maria + Name) and they chose something religious and obscure and a little OTT. Or they liked Pantelejmona, thought it a little out there and added
Anna in front to make it seem more normal. I guess it's a feeling I get more if it's seen as a double name rather than name and middle name and can't quite place it. I don't know the girl or the family, so I guess I should be less uppity.
The Pullman reference is a trilogy of books he wrote called His Dark Materials. It sticks in my mind as the first place I came across the name
Panteleimon, which can't have helped matters, haha.