I have shown that we can find some irreducible, separable polynomial $g \in K[x]$ such that $f(x)=g(x^{p^n})$ for some $n \in \mathbb{Z}_{\geq 0}.$ What I have so far towards the problem in the title is the following:
Let $\alpha \in \overline{K}$ be a zero of $f \in K[x]$, so $L=K[x]/(f)=K(\alpha)$. By the first paragraph, $f(x)=g(x^{p^n})$ so $\alpha^{p^n}$ is a zero of the separable polynomial $g \in K[x]$. Therefore, $K(\alpha^{p^n})$ is a separable extension of $K,$ and $K(\alpha^{p^n}) \subset K(\alpha) = L$ so $K(\alpha^{p^n})$ is contained in $K_s,$ the separable closure of $K$ in $L$. I'm not sure what else I can say, or which directions to look in, so any hints would be useful.
Hint: Working with what you have already shown, an important observation is the following: for any field, $K$, of characteristic $p>0$ and any element, $\newcommand{\al}{\alpha} \newcommand{\be}{\beta} \al$, that is algebraic over $K$, we have $(K(\al)/K)_s=(K(\al^p)/K)_s$ (here $(E/K)_s$ means the separable closure of $K$ in $E$, i.e. the set/ field of all elements of $E$ that are separable over $K$). You should try proving this on your own, but an explanation is given below if needed.
Full explanation: