So... is Tengai Makyou: Ziria Oboro-hen 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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Synopsis
Tengai Makyou: Ziria Oboro-hen is an adaptation of the inaugural game in the Tengai Makyou series.
It explores a world initially presented on the NEC PC Engine CD-ROM.
The anime will likely delve into the core narrative of that first game, establishing the setting and introducing key characters within its universe.
Expect a tale that brings to life the foundational story elements of the Tengai Makyou saga.