The data for entries in the EPG entity "shows" has "season and "episode" fields.
For example:
{
"id":"134259788",
"series_id":"35397",
"episode_id":"247021",
"channel_id":"2690",
"date":"0",
"season":"10", <<<< Here and
"episode-num":"8", <<<< here
"start":"2017-09-16T13:30:00+00:00",
"stop":"2017-09-16T14:15:00+00:00",
"title":"Adam Hills: The Last Leg [R]",
"subtitle":"Series 10: Episode 8 - Kevin Bridges",
"desc":"Adam Hills, Alex Brooker & Josh Widdicombe are joined by comedian Kevin Bridges to pick over the week's biggest stories & answer your #IsItOk questions.",
"icon":{"src":"http://images.icetv.com.au/ef29-b503-d661-b933.jpg","width":"859","height":"483"},
"credits":{"actors":[{"name":"Adam Hills"}]},
"category":[{"name":"Current Affairs", "eit":"0x20"}, {"name":"Entertainment","eit":"0x30"}],
"language":"English","country":"United Kingdom",
"video":{"aspect":"16:9","colour":"YES","quality":"HDTV"},
"previously-shown":{"start":"2017-03-22","channel_id":""},
"subtitles":{"onscreen":"English"},
"part_of_series":"Yes",
"rating":"M"
}
Whether various pieces of software display it is up to them.
The subtitle field of the EPG sometimes contains that information if there isn't an episode name. E.g. Hard Quiz ‘Series 2: Episode 9’ or Get Krack!n ‘Series 1: Episode 5’.