Are your categories “categories” of kinds of shows (funny or bad), or are they the names of shows?
I’d make a single podcast a section, and each episode would be a page bundle so I could put all the formats together with a show’s page. Then for that section I’d create custom outputs, one for each audio format.
No taxonomies at all!
Then, if I had a different show, I’d make a new section for it. My content would look like:
.
└── project
└── content
├── the-talk-show
└── after-talk-the-show
Taxonomies are a good way to link relevant web pages, but are no good for custom RSS feeds. 