So... is Chrno Crusade finished or not?
NO, it is not finished.
Why?
The anime finished after the manga:
Anime finished: June 10, 2004
Manga finished: May 08, 2004
... But MangaUpdates contains information about the anime adaptation and indicates that it is incomplete.
Watching Order (by release date)
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Synopsis
Chrno Crusade is set in 1920s America, where demons are causing havoc.
The Order of Magdalene, a holy organization, fights against these demonic threats, with Sister Rosette Christopher and her partner Chrno leading the charge.
They are highly effective demon exterminators, albeit prone to causing a lot of destruction in the process.
Rosette is driven by the desire to find her missing brother, Joshua.
Chrno shares a troubled past with the demon Aion, who is connected to Joshua's disappearance.
Together, Rosette and Chrno battle increasingly powerful demons while uncovering the mysteries surrounding Joshua's fate and the origins of the demonic activity.