Given $\{a, b, c, d, e\} \in \textbf Z$, it seems to me that any number of the form $$a + b i + c \sqrt{-2} + d \sqrt 2 + e (\sqrt 2 + i)$$ should be an algebraic integer in $\textbf Q(\sqrt 2 + i)$. But I doubt this is a complete characterization, there might be cases $\{a, b, c, d, e\}$ can be drawn from $\textbf Q\setminus\textbf Z$, or maybe I have overlooked algebraic integers by which to multiply the integers, maybe both.
The first thing I did was look at some positive integer powers of $\sqrt 2 + i$, like $(\sqrt 2 + i)^5$ (I also looked at negative integer exponents but am not sure what, if anything, I should make of them).
Then, figuring that $1 + \sqrt 2$ must be a unit in this domain, I verified that $$\frac{\sqrt 2 + i}{1 + \sqrt 2} = 2 - i - \sqrt 2 + \sqrt{-2},$$ $$\frac{\sqrt 2}{1 + \sqrt 2} = 2 - \sqrt 2,$$ $$\frac{i}{1 + \sqrt 2} = -i + \sqrt{-2}$$ and $$\frac{\sqrt{-2}}{1 + \sqrt 2} = 2i - \sqrt{-2}.$$
I acknowledge that what I have tried may be insufficient, or altogether on the wrong track. What have I overlooked, or what should I have been doing, to find the algebraic integers of this domain?
The answer has already been given, but if it doesn't seem clear, it's understandable.
For one thing, it has been hinted that your incorrect integral basis can actually be used to find the correct one. Set $$c = d = \frac{1}{2},$$ zero out $a, b, e$, to obtain $$\frac{\sqrt{-2} + \sqrt{2}}{2}.$$ This number is special because it is a root of $x^8 - 1$, meaning it's an eighth root of $1$ (and for that reason frequently denoted as $\zeta_8$). But that's not its minimal polynomial $x^4 + 1$, which means the field is of degree $4$. Furthermore, as you've already discovered, $$\frac{\sqrt{-2} + \sqrt{2}}{2} = \sqrt{i}.$$
A less obvious hint that your basis was incorrect is that the literal coefficients (remember that $a$ has a tacit literal coefficient of $1$) can't be arranged as a sequence of powers. From the LFMDB, you can derive $a + b \sqrt{i} + ci + d (\sqrt{i})^3$ (obviously $(\sqrt{i})^0 = 1$).
I suppose that on an intellectual level, it is satisfying to keep things purely algebraic. But if you're interested in computing norms of numbers and verifying that this is a unique factorization domain, it helps to know the correct integral basis. Though I imagine there might be a still more efficient way to express it for the purpose of computing norms.