show categories & subcategories in podcast sidebar

HI

I am using the theme Infocus and tsg podcast plugin, and im lost! I want to show categories and subcategories on the podcast sidebar on my media page, (https://bezainternational.org) but I only want this format to apply to this page and sidebar. I would like the 4 or 5 most recent podcasts to show under each subcategory and have the subcategory header clickable to a separate page that displays all podcasts under that category. Adding wp_list_cats doesn’t work right. Its sortof like this idea:
Podcasts
Current podcasts
1
2
3…
Archived podcasts 1
1
2
3…
Archived podcasts 2
1
2
3…
If anyone can help me, I could really use it. I’ve never done this kind of thing before. Thanks!