So... is Ozanari Dungeon: Kaze no Tou finished or not?
NO, it is not finished.
Why?
The anime finished before the manga:
Anime finished: December 20, 1991
Manga finished: December 26, 2009
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
The story follows a trio of adventurers, Moka, Buruman, and Kiriman, hired by a king with ambition.
Their mission is to acquire a powerful artifact known as the Dragon's Head.
This artifact is not easily obtained, as it's protected within the Temple of Fire.
Moka and his companions must confront those who guard the Dragon's Head, a dedicated sect, to fulfill their royal commission.
The anime promises a tale of adventure, action, and magical conflict as they navigate dangerous territory to achieve their goal.