This separation rule is wrong with complex numbers. E.g. then we would have $$1 = ((-1) \cdot (-1))^{0.5} = (-1)^{0.5} \cdot (-1)^{0.5} = i \cdot i = -1$$
In general, pay attention to which exponentiation rules are still valid in $\mathbb{C}$.
I quite like to always use the following identites (which might even be definitions in your text book):
$$
\begin{align*}
a^b& = \exp(b\ \mathrm{Log}(a)))\tag{1}\\
\mathrm{Log}(a)& = \log|a| + iArg(a)\tag{2}
\end{align*}
$$
By $\mathrm{Log}: \mathbb{C}^{\times} \to \mathbb{C}$ I denote the complex logarithm with branch cut $\mathbb{R}^{-}_0$. And by $\log: \mathbb{R}^+_{> 0} \to \mathbb{R}$ I denote the usual real logarithm.
Especially, using the first identity prevents me from assuming the exponential rules of the reals.
Let's apply them here:
$$
\begin{align*}
&(-14i)^{0.5}\\
& = \exp(0.5\ \mathrm{Log}(-14i))\\
& = \exp(0.5\ (\log|-14i|+iArg(-14i)))\\
& = \exp(0.5\ (\log(14)-i\frac{\pi}{2}))\\
& = \exp(0.5 \log(14)) \exp(-i\frac{\pi}{4})\\
& = \sqrt{14} \exp(-i\frac{\pi}{4})
\end{align*}
$$
That looks pretty neat, but we can do a little bit more. As per Kevin's comment, we can use
$$e^{-i \frac{\pi}{4}} = \frac{1-i}{\sqrt{2}}$$
You can either derive this with $\sin$/$\cos$ or use geometric reasoning: $-i\frac{\pi}{4}$ corresponds to $-45°$ ($\Rightarrow 1-i$) and you know that $|e^{i\varphi}| = 1$ for any $\varphi$, hence you just have normalize $1-i$ to get $\frac{1-i}{\sqrt{2}}$.
Applying this we get:
$$
\begin{align*}
&(-14i)^{0.5}\\
& = \sqrt{7} (1-i)
\end{align*}
$$