The JJBA manga is indeed finished. It had a great journey and wrapped up with a satisfying conclusion for fans. However, there's always the possibility of spin-offs or related works in the future.
The determination of whether the novel 'Dio' is canon can be complex. It might involve factors like consistency with established lore, authorial intent, and the response from the fan community. Without specific details, it's hard to give a definite answer.
One common theme is power struggle. Since Dio is a very powerful character in the Jojo universe, when there's a female version or a female related to Dio, she often has to deal with the power dynamics. For example, she might be trying to gain power like Dio or struggling against his overpowering influence.
In my opinion, the Dio manga works quite well. The character development and the way the story progresses are well-executed. Also, the art style adds to the overall appeal.