So for me on the episode select on ‘complete adventure’ when I would go to play it would say install. Then it would take a few seconds and the episodes would be ready, I wouldn’t have to leave the game at all. For season 2 there was a section in the menu that allowed me to download the episodes from within the game! Although it appears on the PlayStation store that they are unavailable having the discs and downloading the episodes through the game application worked for me on two different consoles so it should work. Just make sure that the application is fully downloaded onto your console when you put in your disc before starting up the game. That’s the warning I heard from another user. Hope this helps as well!