Every time I set a sleep timer while listening to a podcast, as soon as an ad plays the sleep timer is reset to it's default setting (no timer). So when I want to fall asleep to a podcast, and stop when I fall asleep, it will just keep playing different episodes all night. This happens with both Spotify made ads, and podcast self-made ads, though I first noticed it happening with the podcast self-made ads.
I've actually just realized that it's not only the podcast ads, it's the sleep timer in general. Even without ads, the sleep time does not work. I set it to "End of Episode" or "1 Hour" and it shows it's activated, but as soon as I turn off my screen or back out of the Spotify app (while having it on in the background), the timer turns off and resets to its default setting.
Also the player keeps randomly stopping after listening to the episode a bit, I'm not sure why. I have my settings set to where background activity is allowed. I haven't noticed it while my phone is on, but have noticed it while I close my screen while I go to sleep.