Let $F$ be a splitting field of $S\subset K[x]$ over $K$, where $S$ is a set of separable polynomials. I want to show that $F$ is separable over $K$, meaning for all $u\in F-K$, the irreducible polynomial of $u$ in $K$ is separable.
A long way to see this is to use the fact that $F$ is algebraic and Galois over $K$, but I want give a direct proof without talking about Galois.
Look at the Old Answer by Pierre-Yves Gallaird to Splitting field of a separable polynomial is separable. He argues that the following three statements are equivalent for a field extension $L/K$ of degree $d < \infty$:
For your case, you'd additionally have to argue that an element $u \in F$ is already contained in the splitting field $L \subseteq F$ of a finite subset of $S$.