I had a similar question in October, but the responses didn’t fully solve this, sadly!
I still use Overcast and add favourites to a special playlist manually using the menu described in that thread. I believe the reason this doesn’t work better is that technically your Overcast stars are not intended as favourites, but recommendations for Overcast’s recommender engine.
IIRC, Castro has a better favourites system—but no playlists! So you have to choose between the two features. I’d love a best-of-both-worlds app, too.