Unforgiving Phantom

So, I'm a bit inexperienced with apps, and such. I was wondering if anyone could help me figure it out.

So, I downloaded an episode series from the iTunes store. Came with about 13 episodes?
I started downloading them to my phone, until I realized how much data that was taking. I realized not downloading it made it available on iCloud, so deleted what had downloaded.
Problem is it still seems to be taking up phone memory, not iCloud, as my phone has only 700 MB, now. (before it had about 3.5 GB)
I went to check to see if they were still downloaded on-phone, but Videos isn't even popping up in data management..

Anyone know how to get my memory restored? Or at least how to see if the videos are still taking up memory? (they should default to iCloud, shouldn't they?)