Claim 1: For a fixed $ 1 \leq k \leq p-2$, $p \mid \sum_{i=1}^{p-1} i^k$.
This almost corresponds to $ F(x) = x^k$ in the question.
Proof: Work mod $p$. Let $ g$ be a primitive root modulo $p$.
Then, $ \{ 1, 2, \ldots, p-1 \} = \{ g^0, g^1, \ldots g^{p-1}\}$.
So $ \sum_{i=1}^{p-1} i^k = \sum_{j=1}^{p-1} g^{jk} = \frac{ g^{(p-1)k } - 1 } { g^ k - 1 }$ .
Note that $ p \not \mid g^k - 1$ and $ p \mid g^{(p-1)k } - 1 $, hence $p$ divides the fraction.
Claim 2: For a fixed $ 0 \leq k \leq p-2$, $p \mid \sum_{i=0}^{p-1} i^k$.
This corresponds to $ F(x) = x^k$ in the question.
Proof: For $ k = 0$, the sum is $p$, so the claim is true.
For $k>0$, this is (almost) the previous claim.
Note: For $ k = p - 1$, the statement isn't true since the sum is $ \equiv p-1 \pmod{p}$. Which of the above steps fail?
Corollary: The question is proved.
$F(x) = \sum_{k=0}^{p-2} a_k x^k,$ and the question is true for each $a_k x^k$, so it's true for the sum.
Note: We can prove Claim 1 without the machinery of primitive roots.
EG Using Method of Differences to show that for prime $n$, $ n \mid \sum_{i=1}^{n} i^k$ because the denominators of the coefficients $\mid (p-1)!$ and the numerator is a multiple of $p$.
Or appeal to Faulhaber's formula.
Consider coefficients in the sum $F(0)+\cdots + F(p-1)$. The coefficients of $a_k$ will be $$\sum_{i=0}^{p-1}i^k$$
So, your task is the equivalent of showing that the coefficient of each $a_k$ is divisible by $p$.
– SlipEternal Nov 18 '20 at 21:04