So... is Genma Taisen: Shinwa Zenya no Shou finished or not?
NO, it is not finished.
Why?
The anime finished after the manga:
Anime finished: May 11, 2002
Manga finished: September 01, 1981
... But MangaUpdates contains information about the anime adaptation and indicates that it is incomplete.
Watching Order (by release date)
Here you have all the anime relations we detected ordered by release date, so you can see the reason for this status in context and also use it as watching order.
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Synopsis
In a far-off future, a monstrous king desires a human woman to produce powerful offspring.
A woman named Non sacrifices herself to this king to protect her village and bears him twin sons, Loof and Jin.
However, she and her sons are then cast out by her own people.
Loof is taken to be raised by his evil father, while his mother faces new challenges.
Life is difficult for Loof as the Evil King's Queen harbors a deep hatred for humans, complicating his already unusual upbringing.