I'm going to guess you're not on the top-TV tier (Full-House, XL or Maxit)
OnDemand programmes generally fall into two main categories (putting PPV and premium stuff like Sky Cinema, off to one side)
CatchUp: Generally recently-broadcast programmes upto 30days after broadcast - inclusive on all packages for the FTA channels, and as-per your package, for pay channels.
BoxSets: Generally complete and/or past series, and only included on the top-TV tier. You can browse what's available on the lower-tiers, but not watch them.
I suspect you are coming across an ITV BoxSet episode.
In the second-part of the (suspected) reason, your series-link is set to include "recordings & streaming videos" and your box has found these VOD progrmmes available to view, and created "bookmarks" in your my-shows view, to these shows. Your box doesn't know what package you're on, and has no way of differentiating between them.
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