Have a look at https://discussions.apple.com/thread/250803842
In the latest update Apple has changed everyone's default podcast settings so that iTunes only keeps the last 3 episodes.
It won't help for the stuff that you've lost, but you can set the default settings so that you don't have to update the settings for each podcast. It's not obvious though. Here's what I did: in the Podcasts view, select one of the automatic Podcast Playlists - see (1) in the screenshot below. Then select Podcasts in the Library section just above the Podcast Playlists - see (2) in the screenshot. Now, no podcast will selected, so when you click on the Settings... button in the bottom right corner it takes you to the default settings for podcasts. Update these to the settings that you want.