Start with the action you remember
Following a show expresses interest in the series; bookmarking an episode marks a particular item; Continue Listening concerns progress. Rayo’s feature pages describe these as distinct library routes. If you only followed a show, the absence of a partially played episode is not surprising evidence that the application erased a listening session.
Choose the content category as well
Rayo’s My Library instructions distinguish Radio shows from Podcasts. Check the relevant category, then the Following, Bookmark or progress view that matches the action. A programme name appearing in several places does not make the lists interchangeable. Use the episode date or title to identify the actual item instead of relying only on the artwork.
Use a practical listening example
If you want to return to an interview you have not yet started, bookmarking that episode is a clearer action than expecting it to appear as unfinished playback. If you want future editions of a show to remain easy to find, follow the show. These choices solve different organisation tasks; neither should be described as a completed offline download unless the service explicitly provides and completes such a transfer.
Report a missing item in terms of the action
A useful support description says which episode was bookmarked or followed, when the action occurred and which library views were checked. If playback progress is the concern, say where listening stopped and whether the same account was used. This avoids collapsing three different states into an unclear report that the application has lost everything.
Questions, answered
Does following a show mean an episode was partially played?
No. Rayo describes Following and Continue Listening separately.
Is a bookmark proof of an offline download?
No. It is a saved-item action, not evidence that media was stored.