So... is Space Oz no Bouken 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
In the future, a young girl named Dorothy and her dog are transported to the magical Galaxy of Oz, a realm previously terrorized by the evil witch Gloomhilda. She was defeated by Dr. Oz, but is now gathering forces to reclaim her power.
Dorothy's arrival disrupts Gloomhilda's initial attack, prompting Dr. Oz to initiate a counter-strategy. He believes that finding the legendary Crystals of Love, Wisdom, and Courage is the key to defeating Gloomhilda permanently.
Guided by Dr. Oz, Dorothy teams up with various heroes to embark on a quest across the Galaxy. Their mission is to locate and secure these powerful crystals before Gloomhilda can, ensuring peace and freedom for all of Oz.