Well it turns out you can’t use a slash (“https://wordpress.stackexchange.com/”) in the slug but I found a solution from How to set permalink structure via functions.php, set the permalink structure in your theme’s functions.php file
add_action( 'init', function() {
global $wp_rewrite;
$wp_rewrite->set_permalink_structure( '/episode/%postname%/' );
} );
It will add /episode/
before the post slug