Not an answer, but (maybe?) some progress: from observation for low $k$s it seems that the polynomial $(x^4+1)(x^8+1)\cdots (x^{4k}+1) -x^{k(k+1)}$ can be factored such that
Edit $$ \tag1 (x^4+1)(x^8+1)\cdots (x^{4k}+1) -x^{k(k+1)}= \Phi_{4k+2}(x^2)P_k(x^2)= \Phi_{8k+4}(x)P_k(x^2),$$ where $\Phi_n$ is the $n^{th}$ cyclotomic polynomial and $P_k$ is a polynomial with integer coefficients. This would entail the expected outcome, since when $g$ is a primitive root modulo $p=8k+5$ it is easy to see that $\Phi_{8k+4}(g)\equiv 0 \pmod p$.
But Equation $(1)$ needs a proof...
Second Edit
... which is given below in the comment of @mathematician123.
Third Edit
...and reproduced hereafter as suggested by @J.W.Tanner.
$$
(g^4 + 1)(g^8 + 1) \cdots (g^{4k} + 1)\equiv \pm g^{k(k+1)} \pmod{p}.
$$ is equivalent to
$$
(g^2 + g^{-2})(g^4 + g^{-4}) \cdots (g^{2k} + g^{-2k}) \equiv \pm 1 \pmod{p}.
$$
Let $\zeta=\mathbb{exp}\frac{2\pi i}{p-1}$ a primitive $(p-1)^{th}$ root of unity, we also have
$$
(\zeta^2 + \zeta^{-2})(\zeta^4 + \zeta^{-4}) \cdots (\zeta^{2k} + \zeta^{-2k}) = \pm 1,
$$ because the multiplicative group of $\mathbb{Z}/p\mathbb{Z}$ is isomorphic to the cyclic group of order $p-1$.
So we have $$\prod_{j=1}^{k}2\cdot\mathbb{cos}\frac{j \pi}{2k+1}= \pm 1$$ and we see that it cannot be $-1$, because all factors in the product are positive. This establishes that $\zeta$ is a root of the polynomial $ Q(x)= (x^4+1)(x^8+1)\cdots (x^{4k}+1) -x^{k(k+1)}$. From field theory it is known that any algebraic number is a root of its minimal polynomial. The minimal polynomial of $\zeta$ is $\Phi_{8k+4}$ and any polynomial of $\mathbb{Q}[x]$ that vanishes on $\zeta$ is a multiple $\Phi_{8k+4}$. Then $\frac{Q(x)}{\Phi_{8k+4}(x)} \in \mathbb{Q}[x]$. And it follows from Gauss's lemma that all the coefficients of $\frac{Q(x)}{\Phi_{8k+4}(x)}$ are integers.