In answer to your precise, specific question: yes, use the macos podcasts app in a vm or something. If you want something “simpler”, use podcast-dl or yt-dlp with the podcast rss link. You can find the rss link from the podcast author or publisher.

Here’s how this dumb shit works:

When your software wants to get a podcast you’ve subscribed to it uses the rss link to dial out to some web server that returns a list of episodes. Your software then chooses which ones it’s gonna ask for based on your settings or whatever and asks that server to give it the episodes themselves. The server could, if it was sufficiently motivated, store different versions of the episodes for each advertising zone and give the requester those episodes with regional ads appropriate to their public ip inserted in instead of the ad-free versions.

Now your podcast from Botswana has ads for the biggest ford dealership in the tri state area in it. Weird!

If the server were extremely motivated, it could split the file up and insert ads from the closest advertiser to your ip willing to pay a premium for geotargeted ads in that particular podcast then put it all back together in real time as it sends it to you.

Now your podcast from Botswana has an ad for weird Jim’s fried chicken sandwitch restaurant that just opened across town. Alarming!

Some ways to avoid this:

Just be from a place no one advertises in. Someone said set your vpn to Portugal, that can work. If nothing else using a vpn will prevent accurate geolocation data from being recorded when you dl.

Use a software. Someone said sponsorblock extensions for yt-dlp may catch and remove ads.

Use a pirate feed of the paid or unpaid ad-free versions. They’re out there.

Pay for the ad free versions.

Set up a rss feed server that your device subscribes to instead of using the ad-inserting ones. You still have to get the content somehow though, that’s an exercise for the reader.