Having this same issue on Mac OS. I can filter by all other usual categories -- and even mark episodes as played/unplayed -- but no option to filter by that criteria anymore. Hoping we get a workaround soon, scrolling through several years of podcast episodes to find the one I'm on has been a bummer.
In the current Desktop release of the app it's not possible to sort the episodes by played/unplayed. Episodes you've watched will appear with a little green check-mark next to the title. Episodes which you've streamed will appear with a progress bar.
You can still Sort by Unplayed on the mobile app.
This is why @Novy has suggested to leave your feedback in the thread mentioned above. It's being closely monitored by the devs, so that they can improve the Desktop experience with features the users want.
Hope this helps.
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