Episode Lock
Locking a podcast episode prevents the respective episode from ever being auto-deleted by your episode retention settings or iCloud syncing. Episodes can be locked by either viewing episode details (tap the 'info' button on the episode row) and tapping the lock icon in the toolbar or by tapping and holding on an episode in a playlist or podcast episode list, which will display a list of quick actions that includes options for locking and unlocking episodes.
The episode locking feature can also be used to "favorite" podcast episodes and access them quickly by creating a playlist that includes only locked episodes.
Note: Downcast will auto-lock episodes that you request to download or stream if those episodes would be auto-deleted based on your "Episodes to Keep" settings.