While $\mathbb{Q}_p / \mathbb{Q}$ is not algebraic, as mentioned in the comments, the question "What are the intermediate (finite) Galois extensions $\mathbb{Q}\subseteq E \subseteq \mathbb{Q}_{p}$?" still makes sense.
There's no reason to restrict oneself to Galois extensions in the following argument, so I'll describe the finite extensions $\mathbb Q \subseteq E \subseteq \mathbb{Q}_p$.
Suppose $\mathbb{Q} \subset E$ is a finite extension. Let $\mathfrak{p}_1, \dots , \mathfrak{p}_n$ be the prime ideals above $(p)$ in $\mathcal{O}_E$.
These are in bijection to the extensions of the $p$-adic valuation to $E$. For every $\mathfrak{p}_i$, we can complete $E$ with respect to the valuation associated to $\mathfrak{p}_i$, which gives us a finite extension $E_i$ of $\Bbb Q_p$. One can show that $[E_i:\Bbb Q_p]=e(\mathfrak{p}_i/(
p)) f(\mathfrak{p}_i/(p))$ where $f$ and $e$ are ramification index and inertia degree, respectively.
If we fix an algebraic closure $\overline{\Bbb Q_p}$, then the $p$-adic valuation on $\Bbb Q_p$ extends uniquely to $\overline{\Bbb Q_p}$. As mentioned in the previous paragraph, we get embeddings $E \to \overline{\Bbb Q_p}$ for every $\mathfrak{p_i}$ (or equivalently for every extension of the $p$-adic valuation to $E$.) From these embeddings, we can reconstruct the valuation (just restrict the valuation from $\overline{\Bbb Q_p}$), so we get bijections
$$\{ \text{prime ideals in }\mathcal{O}_E \text{ above }(p)\} \leftrightarrow \{ \text{extensions of }v_p\text{ to $E$}\} \leftrightarrow\{\text{embeddings } E \to \overline{\Bbb Q_p}\} $$
And the degree of the extension is given by $(\mathfrak{p}_i/(
p)) f(\mathfrak{p}_i/(p))$.
It follows that the number of embeddings $E \to \Bbb{Q}_p$ is equal to the number of prime ideals $\mathfrak{p}$ in $\mathcal{O}_E$ above $(p)$ that satisfy $e(\mathfrak{p}/(p))=f(\mathfrak{p}/(p))=1$
This describes all finite intermediate extensions $\Bbb Q \subset E \subset \Bbb{Q}_p$ and by extension, all intermediate extensions that are algebraic over $\Bbb Q$.
As for intermediate extensions transcendental over $\Bbb Q$, there are a lot, as $\Bbb Q_p$ has uncountable transcendence degree over $\Bbb Q$, but I'm not sure if we can say anything more about them.