I will do all arithmetic in $\mathbb{Z}_5$. I will repeatedly use the fact that multiplication is commutative in this field. Consider
$$
0=x^4+2
$$
We see that $x \ne 1$, and $x \ne 2$ since $2^4 = 1$. Also, $x \ne 3$, since $3^4=1$. Finally $x \ne 4 = -1$, since $-1^4=1$. So there is no root to this polynomial in $\mathbb{Z}_5[x]$.
Hence we cannot write
$$
x^4 + 2 = (a x + b)(cx^3+dx^2+ex+f)
$$
because $x = a^{-1}(-b)$ would be a root.
Now let's check if
$$
x^4+2 = (ax^2+ex+b)(cx^2+fx+d)
$$
makes sense.
First, the quartic term implies
$$
ac=1.
$$
Second, the constant term implies that
$$
bd=2.
$$
Third, the cubic term implies that
$$
af+ce = 0
$$
Fourth, the coefficient on $x$ implies that
$$
bf+de=0\\
$$
Writing these last two equations as a system, we have
$$
\left[
\begin{array}{cc}
c & a \\
d & b \\
\end{array}
\right]
\left[
\begin{array}{c}
e \\
f \\
\end{array}
\right] =
\left[
\begin{array}{c}
0 \\
0 \\
\end{array}
\right]
$$
I claim that matrix is not singular. If it were, then its determinant would be zero. Then we could write:
$$
cb-ad=0\\
cb=ad\\
acb=a^2d\\
b=a^2d \\
bd=a^2d^2 \\
2=(ad)^2 \\
$$
and $2$ is not the square of any number in $\mathbb{Z}_5$. Hence
$$
e = f = 0
$$
Considering the coefficient on $x^2$, we see that
$$
ad+bc+ef=0\\
ad+bc=0\\
c^{-1}d+bc=0\\
d+bc^2=0\\
d=-bc^2
$$
Since $bd=2$, we may write
$$
2=bd=-b^2c^2=-(bc)^2\\
(bc)^2=-2=3
$$
There is no element of $\mathbb{Z}_5$ whose square is $3$.
So the polynomial is not reducible over $\mathbb{Z}_5[x]$.