First I would recommend shutting off the AutoPlay Next Episode setting if that is an issue when falling asleep while watching:
Control autoplay for videos in the Apple TV app - Apple Support
There is not a Watch History section in the App, but you can send feedback here:
Feedback - Apple TV App - Apple
Without the Autoplay Next Episode, then the Continue Watching section of the app will always be accurate with the episodes you have watched and will cue up the next episode for you. If you had fallen asleep while watching an episode, instead of playing the next episode, you can replay the previous episode in the Continue Watching section. You can still move on to the next episode with just a click of a button.