I agree with both Mike and Kevin on this. Any shiny finish you apply, especially exposed to that Georgia sun, will be peeling in no time, and then refinishing it will be an absolute nightmare.
When it comes to stain, solid lasts the longest, transparent lasts the least, and semi-transparent falls right in between. I’ve had great results with Cabot.
The most important part when staining pressure-treated (PT) wood is the moisture content. Ideally, it should be below 15% as measured with a moisture meter.
If you don’t happen to have a moisture meter, here is a good trick: wait until a dry spell, then apply a few drops of water to the wood. The drops should absorb into the wood. If they just lay on top, it’s still too wet to apply stain.