There is just no way for me to know which episodes are synchronized locally and which ones are not. I've tried everything to get a clear picture of how it works, and I just can't. If I choose custom shows, it doesn't seem to actually download the last three episodes from all the programs I choose. If I choose Listen Now, I get the same problem. It seems completely random whether the watch stores an episode locally or not. There is just no easy way to see which episodes are actually available offline, and no easy way to choose the show you want offline.
Also, is there no way to just select a single episode that is not in the last three to be synchronized offline?