An abstract algebra argument, without much computation.
Claim: The polynomial $x^4+1$ splits over $\mathbb F_{p^2}$ for any odd (*) prime $p$.
We can see this because $F_{p^2}^\times$ is a cyclic group of order $p^2-1$, a multiple of $8$. If $g$ is a generator, then $g^{(1+2k)\frac{p^2-1}{8}}$ gives distinct roots for $k=0,1,2,3$.
This means that $x^4+1$ can't be irreducible in $\mathbb Z_p$, because if it was, the splitting field would have $p^4$ elements.
(*) True for $p=2$, but not for the same reasons. When $p=2$, $x^4+1=(x+1)^4$.
Specific solutions:
We can make this explicit by looking at the "standard" complex $4$th roots of $-1$:
$$\pm\frac{\sqrt 2}2 \pm\frac{\sqrt{2}}{2}i=\frac{1}{2}(\pm \sqrt{2}\pm\sqrt{-2})$$
If $p\equiv 1\pmod 8$ then $2$ and $-2$ have square roots in $\mathbb Z_p$, so $x^4+1$ has four roots.
If $p\equiv -1\pmod 8$ then $2$ is a square, but $-2$ is not. Write $a^2\equiv 2\pmod p$. Then write:
$$x^4+1 = \left(x^2 -ax + 1\right)\left(x^2+ax+1\right)$$
If $p\equiv 3\pmod 8$ then $-2$ is a square and $2$ is not. Letting $b^2\equiv -2\pmod p$, we get:
$$x^4+1 = \left(x^2-bx-1\right)\left(x^2+bx-1\right)$$
Finally, if $p\equiv 5\pmod 8$ then neither of $\pm 2$ is a square, but $-1$ is a square. Letting $c^2\equiv -1\pmod p$, we see that the roots are $(\pm 1 \pm c)\sqrt{2}/2$ and the result is:
$$x^4+1 = (x^2-c)(x^2+c)$$