I found it on stackoverflow. Here for reference a powershell loop that starts youtube-dl till it is finished without an error.
Do { .\youtube-dl.exe --all-subs --continue -R infinite https://www.bbc.co.uk/iplayer/episode/p093wpgw/cant-get-you-out-of-my-head-series-1-1-part-one-bloodshed-on-wolf-mountain } until ($?)