Neither McKay, nor Scott, nor Whatmore mention any serialization of FINISHED. My research leads me to believe that the first appearance was as a serialized novel, published in 5 parts in Adventure Magazine January through May 1917. Each part has a single illustration at the beginning.
According to McKay, Scott, and Whatmore, Ward, Lock, & Co. published the first edition in London on August 10, 1917. This first edition includes a monochrome frontispiece by A.C. Michael. The are no ads at the end of the book. McKay and Scott claim that 15,000 copies were printed.
Longmans, Green and Company published the first American edition on August 29, 1917. McKay and Scott both agree on the publication date in New York. The American edition also has the frontispiece by Michael, but in glorious full color. There are no ads at the end of the book.
See the VisualHaggard.org page dedicated to the illustrations found in various editions.
I have no clue why Allan Quatermain was removed from the scene. Big mistake, if you ask me.