Your last post detailed some frustration in trying to get things downloading/syncing again, unfortunately although I saw the email briefly it appears to have been modified and your post only contains an "a" now (I deleted the mail message before logging on to the forum), so I will try and respond from memory.
The previously played episodes that are now appearing on your iPhone but are no longer in iTunes occurs because when played via iTunes that information was not successfully synced by Apple's system, more than likely they will show as partly played, but it's enough to get them returning. The only way I've found to stop this is to either play them to the end on the iPhone or go in to iTunes and under the "Feed" tab manually mark them played.
![User uploaded file](https://discussions.apple.com/content/attachment/1036211040)
To avoid using cellular they need to be pre-downloaded on the iPhone when on your wifi network at home or synced from iTunes via usb.
![User uploaded file](https://discussions.apple.com/content/attachment/1036212040)
For the first method turn off "Mobile Data" and set "Download Episodes" to your choice. For the latter "Download Episodes" needs to be off and you enable syncing in iTunes.
![User uploaded file](https://discussions.apple.com/content/attachment/1036246040)
You do that by selecting your device in iTunes (the iPhone icon top left), select "Podcasts" under Settings Section and then tick "Sync Podcasts", you then configure as required.
Some additional screen shots that might help you, for iTunes to limit episodes for any given Podcast, mines set to 3.
![User uploaded file](https://discussions.apple.com/content/attachment/1036247040)
iTunes Preferences.
![User uploaded file](https://discussions.apple.com/content/attachment/1036215040)
And similar for iOS the Settings section from within the Podcast (circle with three dots).
![User uploaded file](https://discussions.apple.com/content/attachment/1036248040)
Unfortunately there doesn't appear to be a "reset switch" that cleans everything out from all your devices and Apple's system in one go to allow you to start afresh, so when you are confident syncing is back up and working both ways again, you just have to let the mess reappear and once it does start "manually" marking previously played episodes to get things back to how it was.
I hope some of the above helps, best of luck.
ps. Please note I've setup to download by iTunes only and not to sync that content to devices or allow devices to download content, but played information and episode availability still syncs OTA.