Where is Castbox saving the downloads? Installing the podcast manager Castbox, it has a setting to chose downloads location between internal and external card, but I cannot find them with a file manager. I would like to just copy/paste them on my computer and keep a copy (without the need to download them again on the computer).

Maybe are they trying to avoid the saving of the files?
They saved the file on sdcard > CastBox > channels > xxx > yyy
or on sdcard>Android>data>fm.castbox.audiobook>files>channels>xxx>‌​yyy

xxx is folder of channel usually the unique number of each channel, yyy is file name. But, they stored it without extention of the file, so you cannot play it.

Trick to play it, just rename the file name. Add extention .mp3 on the name.
Example: filename= 24234234
Rename it to 24234234.mp3