I'm not sure if you understood correctly how this should be.
Your episode 1 should look something like:
Episode Media File Slug you have to enter in that field near the bottom of the episode is
EvenBetterEpisode2 and so on. Without the file extension. Not just a number at the end. Small and capital letters are to be respected.
Of course all your episodes should be stored at wherever your
Upload Location in
Podlove -> Podcast Settings -> Media is pointing at.