Coincidentally, I just tried this yesterday. I had been listening to Sunday's episode of TWiT (This Week in Tech) via my iPhone in my car. When I got home I asked Siri on HomePod to "Play the latest TWiT podcast". She got the correct episode but did NOT start it from where I had paused it on my iPhone, she started it at the very beginning.
I checked my iPhone to make sure the settings were correct to Sync podcasts (they are). However, on my Mac in iTunes, I did NOT have the Sync Podcasts check box checked. I have no idea if that is part of the problem, it's checked now.
Perhaps I used the wrong phrase? Perhaps I should have said "Continue the latest TWiT podcast" or "Resume the latest TWiT podcast"?
I will be experimenting more.
Mark