Consider the polynomial $Z^2 - 3Z + 5$. It has two roots, and they both belong to the quadratic extension $L = \mathbb{Q}(\sqrt{-11})$. The roots of your original polynomial are the square roots of these guys, so they each belong to two quadratic extensionf of $L$, and all four of them belong to one extension $K$ of $L$ of degree at most $4$ (over $L$), so degree at most $8$ over $\mathbb{Q}$.
This explicitly constructs a field that includes all of the roots of your polynomial, so it contains the splitting field $K$, but it is not immediately obvious that it is that splitting field. Perhaps a smaller field suffices?
To complete the proof, start with the splitting field $K$ which contains the four roots of the polynomial. Being a field, it must also contain the squares of these roots, and those are none other than the roots of the quadratic. So $K$ does indeed contain $L$. Now, we need to show that it is indeed a degree $4$ extension of it, and not $L$ itself nor a quadratic extension of it. I leave the details to you.
Update. Over $K = \mathbb{Q}(\sqrt{-11})$, i.e. in the field extension of degree $2$, the polynomial $f$ factors as$$\left(X^2 - {{3 + \sqrt{-11}}\over2}\right)\left(X^2 - {{3 - \sqrt{-11}}\over2}\right).$$Obviously, it does not split further over $K$ (check that ${{3 \pm \sqrt{-11}}\over2}$ are not squares in $K$), so we need to adjoin some roots of $f$. Let$$\alpha\text{ be a root of }X^2 - {{3 + \sqrt{-11}}\over2},\text{ }\beta \text{ be a root of }X^2 - {{3 - \sqrt{-11}}\over2}.$$We need to have both of them in the splitting field. Then we will obviously get $-\alpha$ and $-\beta$ there and thus $f$ will split in $K(\alpha, \beta)$. So the only remaining question is as follows: if we adjoin $ \alpha$, could we not automatically drag $\beta$ along, or in other words, is $K(\alpha, \beta) = K(\alpha)$, or equivalently in this case, is $K(\alpha) = K(\beta)$? When $\alpha$ and $\beta$ are roots of polynomials, say $X^2 - 2$ and $X^3 - 3$, we would not even ask this sort of question, since it is pretty clear that adjoining $\sqrt{2}$ would not allow us to get $\sqrt{3}$ as a $\mathbb{Q}$-linear combination of $\sqrt{2}$ and $1$, but this case is slightly less obvious. So is $\beta \in K(\alpha)$, or equivalently, are $\alpha$ and $\beta$ linearly dependent over $K$? Well, assume$$\beta = c\alpha + d,\quad c, \,d \in K.$$Squaring it will give us$$\beta^2 = c^2\alpha^2 + 2cd\alpha + d^2.$$In other words,$$\beta^2 - c^2\alpha^2 - d^2 = 2cd\alpha.$$The left-hand side of the above is an element of $K$ but $\alpha$ is not there, hence the only possibilities are $c = 0$ or $d = 0$. Well, $c = 0$ would imply that $\beta \in K$, which is not true. And $d = 0$ would imply that$$c = {\beta\over\alpha} \in K$$or$$c^2 = {{\beta^2}\over{\alpha^2}} = {{3 - \sqrt{-11}}\over{3 + \sqrt{-11}}} = {{(3 - \sqrt{-11})^2}\over{20}}$$is a square in $K$. That would imply that $20$ is a square in $K$, which is not the case (check this). Thus, we conclude that $K(\alpha, \beta) \supsetneq K(\alpha)$. So we have the following tower of quadratic field extensions$$\mathbb{Q} \subsetneq K \subsetneq K(\alpha) \subsetneq K(\alpha, \beta).$$Since the degree of a field extension is multiplicative, we get$$[K(\alpha, \beta) : \mathbb{Q}] = 2^3 = 8,$$as desired.