The original note, as written at the time
A series downloader that downloads the series together with the embedded playlist, so you do not have to struggle with finding what episode is next or how to access the playlist.
Ongoing development
A downloader that saves a series together with its embedded playlist, so you do not have to struggle with finding what episode is next or how to access the playlist.
It is a small annoyance and it is a good illustration of how a medium can be broken by its own delivery system.
An episode of a series is not an independent object. It is a position in an ordered list, and the list is the work. Take the episodes without the list and you have taken the book and left the chapter numbers.
The technical reason is that playlists are stored separately and streamed on demand, so a downloader that fetches what it plays never sees the ordering. The fix is to resolve the list first and then fetch in that order, which is a design decision rather than a hard problem.
The consequence for the user is the difference between an archive and a folder. An archive knows what comes next. A folder full of numbered files is an archive only because somebody numbered them by hand.
The general principle is worth more than the tool. Any collection that has an external ordering — a course, an album, a case file, a set of drawings — has two objects, the items and the order, and the order is the one that gets lost.
Save the index with the items, always.