English is very flexible, yet it's better not to create new words and use synonyms instead. You can add 'less' to most anything you want and it will be understood in most cases but it's something not common and something you've just come up with.
- finishless - would certainly mean: doesn't have an ending; is incompletable; is unaccomplishable; doesn't have a final stage/part; cannot be finished.
As you can see I've used words that don't exist in English, yet I guess 99% will understand me.
You could say: trueless, eatless, pieceless, getless, goneless and e.t.c and in most cases many people would understand you through context but it isn't good to do so. Yet, many sci-fiction writers did so.