So... is Ginga Ojousama Densetsu Yuna: Kanashimi no Siren finished or not?
NO, it is not finished.
Why?
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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Ginga Ojousama Densetsu Yuna: Kanashimi no Siren
Galaxy Fraulein Yuna
Anime - Base
Release date: September 21, 1995
Ginga Ojousama Densetsu Yuna: Shinen no Fairy
Galaxy Fraulein Yuna Returns
Anime - Sequel
Release date: December 21, 1996
Synopsis
Yuna Kagurazaka, an ordinary high school girl, becomes an intergalactic savior after winning a contest highlighting her pure heart.
As the magical girl superhero, she pilots a mecha to protect the universe.
However, her world is turned upside down when she's falsely accused of a destructive act.
Imprisoned and investigated, Yuna finds an unlikely ally in her captor.
Together, they must work with Yuna's friends to clear her name and confront a looming threat to the galaxy.