Good afternoon ivaylo210,
Welcome to the Apple Support Communities!
I understand you are not seeing the Recently Played section update in the Podcasts app on your iPhone XS Max. I know it's important to be able to review the content you've listed to recently; I'd like to help. First, if you haven't already, try closing the Podcasts app and restarting the devices that you use the app with:
If the Recently Played section still won't update, I'd suggest removing and reinstalling the Podcasts app to your devices; please keep in mind this will remove any episodes that have been downloaded to your device and you'll need to download them again:
- On your iOS or iPadOS device, touch and hold the app.
- Tap Rearrange Apps.
- Tap in the upper-left corner to delete the app.
- Tap Delete. Then on an iPhone X or later, tap Done. Or on an iPhone 8 or earlier, press the Home button.
If you have an Apple Watch, deleting an app from your iPhone also deletes that app from your Apple Watch.
- On your iOS or iPadOS device, go to the App Store.
- Search for the app. Make sure that you use the exact name of the app. Find the correct name of built-in apps.
- Tap to restore the app.
- Wait for the app to restore, then open it from your Home screen.
If you have an Apple Watch, restoring an app to your iPhone also restores that app to your Apple Watch."
Delete built-in Apple apps on your iOS 12, iOS 13, or iPadOS device or Apple Watch
I'd also recommend verifying that you're using the most recently released iOS version for each device: Update your iPhone, iPad, or iPod touch
Let me know what you find.
Enjoy your day!