I am confused as to why you cannot directly use the field @@episode_number@@ rather than using built-in function in your DWT. If it is in the component it should be accessible. Otherwise I would recommend posting your component xml to give a better idea. And, indeed as @Eric mentions the DWT is evaluated inside to outside, so the innermost repeating region is evaluated before evaluating outer repeat regions or any references.

<?xml version="1.0" encoding="utf-8"?><episodes><!-- TemplateBeginRepeat name="episodes" --><episode>   <episode_id>EPS_@@GetIdFromTcmUri(Component.ID)@@_@@episode_number@@</episode_id>
<title>@@title@@</title>
<media_links>
  <!-- TemplateBeginRepeat name="media_links" -->
  <media_link>
    <asset_id>Asset_EPS_@@episode_number@@</asset_id>
    <media_filepath>@@media_filepath@@</media_filepath>
    <media_type>@@media_type@@</media_type>
  </media_link>
  <!-- TemplateEndRepeat -->
</media_links></episode><!-- TemplateEndRepeat --></episodes>

I am confused as to why you cannot directly use the field @@episode_number@@ rather than using built-in function in your DWT. If it is in the component it should be accessible. Otherwise I would recommend posting your component xml to give a better idea. And, indeed as @Eric mentions the DWT is evaluated inside to outside, so the innermost repeating region is evaluated before evaluating outer repeat regions or any references.

<?xml version="1.0" encoding="utf-8"?><episodes><!-- TemplateBeginRepeat name="episodes" --><episode>   <episode_id>EPS_@@GetIdFromTcmUri(Component.ID)@@_@@episode_number@@</episode_id>
<title>@@title@@</title>
<media_links>
  <!-- TemplateBeginRepeat name="media_links" -->
  <media_link>
    <asset_id>Asset_EPS_@@episode_number@@</asset_id>
    <media_filepath>@@media_filepath@@</media_filepath>
    <media_type>@@media_type@@</media_type>
  </media_link>
  <!-- TemplateEndRepeat -->
</media_links></episode><!-- TemplateEndRepeat --></episodes>

Component xml

<Content xmlns="uuid:01cee2f6-035c-4ced-b225-abde4ceded5e">
    <episodes>
        <episode_number>5</episode_number>
        <media_links>
            <Link>Link5.1</Link>
        </media_links>
        <media_links>
            <Link>Link5.2</Link>
        </media_links>
    </episodes>
    <episodes>
        <episode_number>6</episode_number>
            <media_links>
            <Link>Link6.1</Link>
        </media_links>
    </episodes>
</Content>

Series DWTBB

<?xml version="1.0" encoding="utf-8"?>
<episodes>
<!-- TemplateBeginRepeat name="episodes" -->
<episode>
    <episode_id>EPS__@@episode_number@@</episode_id>
    <title>@@title@@</title>
    <media_links>
        <!-- TemplateBeginRepeat name="media_links" -->
        <media_link>
            <asset_id>Asset_EPS_@@episode_number@@</asset_id>
            <media_filepath>@@Link@@</media_filepath>
            <media_type>@@FieldPath@@</media_type>
        </media_link>
        <!-- TemplateEndRepeat -->
    </media_links>
</episode>
<!-- TemplateEndRepeat -->
</episodes>