Same here, also with the Nerdist podcast. I'm assuming it's just due to the high number of episodes - the other podcasts I follow aren't anywhere close to that. I have experienced this problem for months, although I have seen that rarely it will behave correctly and show all available episodes but it doesn't last long.
It's very frustrating that even old episodes downloaded via the Podcast Store will not reliably show up in the app. Using the Search function to access them for playback is a decent workaround, but how do I delete it when I'm done?
Unsubscribing/subscribing to the app doesn't make a difference in forcing the downloaded episodes to appear.