A recent post on Jim Sterling's YouTube feed included a dollar character in the video name. The file created by gPodder is named:
NBA 2K21 Is $69.99 On Next-Gen Consoles While 2K Spews Vague Nonsense About _Value_.mp4

However, when the youtube-dl extension is used to manage the download, the "partial" file is named differently:
NBA 2K21 Is $$69.99 On Next-Gen Consoles While 2K Spews Vague Nonsense About _Value_.mp4.partial.webm

Note that the dollar symbol has doubled up. It seems this makes gPodder not able to locate the file to move over to the final file location once the download is complete.

The next time gPodder starts, I get the message:

[gpodder.common] WARNING: Partial file without episode: /home/mel/gPodder/Downloads/Jim Sterling/NBA 2K21 Is $$69.99 On Next-Gen Consoles While 2K Spews Vague Nonsense About Value.mp4.partial

at which point the file is deleted, leaving only the zero-byte placeholder file.

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Workaround:
Preventing youtube-dl from managing downloads (extensions.youtube-dl.manage_downloads: false) avoids this issue.

FWIW, the youtube-dl command line executable names the file correctly, with only a single dollar sign.

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System:
Debian Testing
gPodder 3.10.16 (from Debian repos)
youtube-dl 2020.06.16.1-1 (from Debian repos)