You are correct in that it is not a splitting field of $\sqrt[4]{2}$, since in particular it is entirely real, but $X^4-2$ is irreducible with complex solutions. Thus it is not a splitting field of any polynomial, since if it were then the extension would be Galois and contain all the roots of $X^4-2$.
One perfectly legitimate strategy would be to look the subfields of some Galois extension $L/\mathbb{Q}$ containing $\mathbb{Q}(\sqrt[4]{2})$ (which can be easily determined once you identify the Galois group) and to identify those that lie inside $\mathbb{Q}(\sqrt[4]{2})$, by looking at the assosciated subgroups of $Gal(L/\mathbb{Q})$ containing $Gal(L/\mathbb{Q}(\sqrt[4]{2}))$. However, this is a lot of work (and requires a lot of theory, although this is not a bad thing in and of itself). There is a much simpler and more elementary way to approach this problem, though.
Hint:
$[\mathbb{Q}(\sqrt[4]{2}):\mathbb{Q}] = 4$ since $f(X) = X^4-2$ is irreducible, so the only proper subfields are degree $2$ over $\mathbb{Q}$. If $K$ is one such, let $g(X)$ be the minimal polynomial of $\sqrt[4]{2}$ over $K$. $g$ must have degree $2$, divide $f$ and have $\sqrt[4]{2}$ as a root. This gives a small number of possible options. We can then use the fact that coefficients of $g$ lie in $K$ (which is a real field) to determine what possible values $g$ may take, and this tells us enough to be able to determine all possible subfields $K$.
It is worth noting that the actual solution is shorter than the hint, but I think it's a good exercise to work through if you haven't seen it before.