It would be nice if the embed[]=cast&embed[]=crew worked on the /shows/{ID}/episodes end point.
Embedding means get info from a sub-level of what you're already getting.
Embeds work on the main show URL as that has sub-levels like cast, episodes, etc. Currently there is no endpoint for the episode (guest) cast or crew through the API, therefore you won't be able to embed it either.
Trying to embed main cast on the episodes endpoint shouldn't work as they're not sub-levels of episode.