You just set up episode filtering to only keep episodes based on their type or their title, but going back to the podcast episodes' list you still see unwanted content?
Don't worry this is normal. Once set up, the filter only applies to the new content.
If you want it to apply to the current list of episodes you will have to long press on the podcast and select 'Reset'. Be careful, because it will delete downloaded episodes as well as episode status and progress for this podcast. Once that's done, hit the refresh button and you will only see episodes matching your filter criteria.