So... is Saishuu Heiki Kanojo finished or not?
YES, it is finished.
Why?
The anime finished after the manga:
Anime finished: September 24, 2002
Manga finished: October 29, 2001
MangaUpdates contains information about the anime adaptation and indicates that it is complete.
Watching Order (by release date)
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Synopsis
Saishuu Heiki Kanojo follows Chise, an average high school girl in a quiet military town, as she navigates the everyday challenges of school and a budding romance with her classmate, Shuuji.
Their normal lives are shattered when a devastating air raid reveals a shocking truth: Chise has been transformed into a powerful, cyborg weapon against her will.
As war engulfs their world, Chise and Shuuji struggle to maintain their relationship in the face of her transformation and the devastating consequences it brings. They must confront the question of whether Chise can retain her humanity amidst the escalating conflict.