I'd like to find small degree polynomials in $\mathbb{Z}[x]$ having no rational roots but admitting roots in all $\mathbb{Z}_p$ for every prime $p$.
Low degree examples:
$(x^2-q)(x^2-r)(x^2-qr)$ where $r,q$ are prime numbers such that $\left(\frac{q}{r}\right)=\left(\frac{r}{q}\right)=1$ and one of $q,r,qr$ is $1$ mod $8$ (eg 13 and 17). Indeed, this works for if $p\ne 2,q,r$ is prime, one of $q,r,qr$ must be a square mod $p$ by multplicativity of legendre symbol, all of these are nonzero so we can lift with Hensel.
If $p=q$ or $p=r$, there is a nonzero root mod $p$ by the way we chose $q,r$. Lift this root with Hensel. If $p=2$, there is a root mod $8$ not divisible by $2$ and use Hensel again.this question claims that the polynomial $(x^2+31)(x^3+x+1)$ works. (proof here)
There certainly do not exist such polynomials of degree 2, because if $ax^2+bx+c=0$ has a solution mod $p$ for all primes $p$, then $b-4ac$ is a square mod every prime and hence an integral square, so a rational solution exists.
I do not expect there to be such polynomials of degree 3 or 4, how can I show this?