I read that the light novel is completed
It's not. The anime adapts the entire LN series "Densetsu no Yuusha no Densetsu" but there's a direct sequel called "Dai Densetsu no Yuusha no Densetsu" that picks up directly where the first series left off.
If you want a very basic summary (leaving out a lot of details) of where I've read up to (DaiDenYuuDen vol 13, though there are 15 volumes released at the moment) it goes something like this.
There's also some interesting background that didn't fit in anywhere. DenYuuDen spoilers