Re: "Multiple purchased episodes/seasons of “It Always Sunny in Philadelphia” either won’t play or stop playing a few minutes in. Get the error “Problem loading content”.
About purchasing movies, TV shows, music, books, and ringtones from Apple - Apple Support
Eg: says:
"To ensure your ability to continue enjoying your films, TV shows, music, books and ringtones, download all purchased content to a compatible device in your possession." More info. in the above linked article.
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Wondering if you are streaming the purchased content, or you play downloaded / backed-up / episodes.
You might want to try experimenting with playing the content directly on your iPhone, or via the iTunes Movies app, or the iTunes TV Shows app., or the Apple TV app.
Seems "It's Always Sunny in Philadelphia" is available in Apple TV ok:
https://tv.apple.com/us/show/its-always-sunny-in-philadelphia/umc.cmc.ukor9ll2s04re94sh7689z5y
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Re: "Tried downloading and getting the same error.
Deleted apple app and redownloaded but same problem occurs. Is this an issue on my end or with Apple?"
See: If you can't watch or stream movies and TV shows in the Apple TV app - Apple Support
If you have third-party (non-Apple) security software or apps such as ad-blockers / virus-checkers / cleaners / VPN or the like installed on your iPhone ... these can possibly cause an issue with iTunes. Try turning them off.