So... is Romeo no Aoi Sora 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)
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Synopsis
Romeo, a young boy from a Swiss village, makes a difficult sacrifice for his family's well-being.
Forced into servitude as a chimney sweep in Milan, he encounters harsh realities and mistreatment.
During his journey, he forms a strong bond with another boy named Alfredo, vowing to remain friends despite being separated.
Reunited with Alfredo, Romeo finds strength and companionship as they create a brotherhood with other chimney sweeps.
Together, they face adversity and stand up against injustice, supporting each other through challenging times.