I think the root of all your problems comes from the fact that $\mathbb Q_p(\alpha)$ doesn't actually make any sense. In general if $L/K$ is an extension of fields (e.g. if $L = \overline K$), then if $\alpha\in L$, we define $K(\alpha)$ to be the subfield of $L$ generated by $K$ and $\alpha$. In your case, by definition, $\alpha$ is an element of $\mathbb C$ (or really $\overline{\mathbb Q}$). But there is no canonical embedding of $\overline{\mathbb Q}$ into $\overline{\mathbb Q}_p$. In other words, $\alpha$ is not automatically an element of any extension of $\mathbb Q_p$, so the notation $\mathbb Q_p(\alpha)$ doesn't make sense.
In order to make sense of $\mathbb Q_p(\alpha)$, you are forced to implicitly fix an embedding $\overline{\mathbb Q}\to\overline{\mathbb Q}_p$ (or at least $K\to \overline{\mathbb Q}_p$). The set of such embeddings is naturally isomorphic to the set of primes $\mathfrak p$ over $\overline{\mathbb Z}$ above $p$ (resp. the set of primes of $K$ above $p$).
Hence, to define $\mathbb Q_p(\alpha)$, you have implicitly chosen a prime of $K$ above $p$ already. Thus, when you then choose another prime $P$ of $K$ above $p$, unless this prime was the prime you already implicitly chose (for example, if there was only one possible prime to choose), there's no reason that $K_P$ should be isomorphic to $\mathbb Q_p(\alpha)$. Indeed, it's not even true that $[K_P:\mathbb Q_p] = [\mathbb Q_p(\alpha) : \mathbb Q_p]$: just consider the case that $p$ splits as a product of a residue degree $1$ prime and a residue degree $2$ prime (e.g. $5$ in $\mathbb Q(\sqrt[3]2)$).
Here's what does make sense: $\alpha$ is the root of a polynomial $f\in\mathbb Q[X]$, and there is a unique embedding $\mathbb Q\hookrightarrow\mathbb Q_p$, so we can view $f$ as being in $\mathbb Q_p[X]$. You can then consider the ring $\mathbb Q_p[X]/(f)$. In general, $f$ is not irreducible over $\mathbb Q_p$, and there is a natural isomorphism
$$K\otimes_\mathbb Q\mathbb Q_p\cong\mathbb Q_p[X]/(f)\cong \prod_{\mathfrak p\mid p}K_\mathfrak p.$$
Fixing an embedding $\colon K\hookrightarrow\overline{\mathbb Q}_p$ is the same as fixing a prime $\mathfrak p$ above $p$. If $K= \mathbb Q(\alpha)$, then what's true is that $K_\mathfrak p = \mathbb Q_p(\alpha)$ for the prime $\mathfrak p$ defined by that specific choice of embedding.