I have tried a few different podcast players and issues I have had include:
Baffling inconsistency as to whether the default play order is earliest to latest or vice versa.
Way too many different types of collection/list /playlist/ tagging/ category, each of which seems to behave differently or not at all.
Possibly the worst single thing, complete bafflement around what behaviour causes an episode to be removed or redownloaded or whatever - mark as played? Archive? Delete? I have no clue.