Parenthetical commas

It may be that distinguishing the mechanics of punctuation from the functionality of various sentence elements will ease your confusion. Commas set off various constructs from the rest of the sentence:

• Exclamations ("Oh, damn it all!")
• Vocatives, i.e., direct address. ("Watson, come here.")
• Appositives, i.e., renamings. ("I live in Albany, the capital of New York.")
• Non-restrictive or non-essential relative clauses. ("My sister, who lives in Albany, ....) Note that this tells you only incidental information about my sibling, while "My sister who lives in Albany" defines or restricts the discourse to this one sister as opposed to my other sister who lives in Trenton.
• Introductory subordinate clauses. ("While I was in Albany, I visited my sister.")
• Nominative absolutes. ("Having business in Albany, I decided to visit my sister.")
• Parentheticals or interruptions of the main body of the sentence. ("My dear, quite frankly, I don't give a damn.")

These aren't hard and fast rules. For example a closely-bound appositive won't take commas: "My sister Sue lives in Albany." And, of course, commas have other uses, such as separating conjoined independent clauses or separating items in a list.

The Chicago Manual of Style notes that "Parentheses, like commas and dashes, may be used to set off amplifying, explanatory, or digressive elements. With a "close logical relationship to the rest of the sentence," use commas; otherwise, use dashes of parentheses. (Emphasis mine of the characteristics of a parenthetical.) You'll have to decide whether the parenthetical is a mere aside:

Let's call it (for lack of a better word) an "episode."

or a more important amplification. In any case, parentheticals, as elements partially independent of the sentence containing them, may have their own structure (including relative clauses) and thus their own punctuation. Ad infinitum.