Create your own view, call it My Downloaded Podcasts, and setup the file rules you want. I have one that uses Set rules for file display of:
( Web Media URL is not <empty>
Media Sub Type is Podcast )
The parens here mean OR. You could then also add a Custom search rule:
[=isequal(FileDBLocation(), Podcast, 7)]=0
to exclude those that are downloaded. A downloaded Podcast will appear in the special Podcast database, and FileDBLocation() will indicate this. You can test this in an expression column:
isequal(FileDBLocation(), Podcast, 7)