I've taken a look through the code and this seems doable by an external contributor like myself, so I plan to have a PR for review available soon.

Summary of the changes:

1. Update the UI to contain a new 'Subscription State' filter chip, which pops up a screen with radio buttons for 'All', 'Subscribed', and 'Not Subscribed' –– similar to the Download Status filter UX.
2. Add new columns to the SJFilteredPlaylist table for subscription states subscribed and notSubscribed, of type integer, and defaulting to 1 for subscribed in order to retain the existing behavior for filters (only show Subscribed).
3. Add the logic for persistence and querying to connect the dots between 1) and 2)

I came here to suggest this same feature. I am honestly surprised an app this rich in filter capability has made it this long without it. I view podcasts in two distinct modes:

1. subscribed podcasts
2. those I dabble with, either because I know I won't listen to most episodes or because it's new to me and I'm trying it out

Being able to have filters for downloaded and in progress regardless of the subscription state would be very helpful. As it is now, these partially played unsubscribed podcasts can only really be "managed" in the up next area, which goes sideways if you play any episode that isn't in the up next flow.

I would also welcome the ability to bookmark a podcast even when not subscribed, but that's a feature request for another day... :)

I would love for this change to be implemented. I view podcasts in the same modes you do and I think the current behavior is pretty non-intuitive for mode 2. I have looked for alternative podcasts apps a few times specifically because non-subscribed downloaded episodes are so buried in Pocket Casts.

Personally, I would love for those non-subscribed downloaded episodes to show up on the main screen with podcast art and everything, but I suspect that would be a more controversial change. Having the episodes show up in the filters tab would be a great step forward in usability.