There are clever approaches, but as always the way we can just compute a problem to death without thinking is with linear alegbra.
It's clear that $\alpha$ lives in the finite extension $\mathbb{Q}(\sqrt{17},\sqrt{19},i)$, so we can write "multiplication by $\alpha$" in terms of the basis for this extension viewed as a $\mathbb{Q}$-vector space -- this is (extremely) tedious, but very doable. Indeed, if we rationalize $\alpha$ as $\frac{i \sqrt{19} + i \sqrt{19}\sqrt{17}}{-38}$ and work with the basis $\{1, \sqrt{17}, \sqrt{19}, i, \sqrt{17}\sqrt{19}, \sqrt{17} i, \sqrt{19} i, \sqrt{17} \sqrt{19} i \}$ we can just do the multiplications and see that multiplication by $\alpha$ corresponds to the action of the following matrix on row vectors:
$$
\begin{pmatrix}
0 & 0 & 0 & 0 & 0 & 0 & \frac{-1}{38} & \frac{-1}{38} \\
0 & 0 & 0 & 0 & 0 & 0 & \frac{-17}{38} & \frac{-1}{38} \\
0 & 0 & 0 & \frac{-1}{2} & 0 & \frac{-1}{2} & 0 & 0 \\
0 & 0 & \frac{1}{38} & 0 & \frac{1}{38} & 0 & 0 & 0 \\
0 & 0 & 0 & \frac{-17}{2} & 0 & \frac{-1}{2} & 0 & 0 \\
0 & 0 & \frac{17}{38} & 0 & \frac{1}{38} & 0 & 0 & 0 \\
\frac{1}{2} & \frac{1}{2} & 0 & 0 & 0 & 0 & 0 & 0 \\
\frac{17}{2} & \frac{1}{2} & 0 & 0 & 0 & 0 & 0 & 0
\end{pmatrix}
$$
Said another way, the $n$th row of this matrix is $\alpha$ times the $n$th basis vector, written in terms of the basis. But now to compute the minimal polynomial of $\alpha$ is just to compute the minimal polynomial of this matrix, and this is well studied (see, eg, the wikipedia article). If you do this computation, you'll find the minimal polynomial of this matrix is $x^4 + \frac{9}{19} x^2 + \frac{16}{361}$, which is thus also the minimal polynomial of $\alpha$.
These computations should really be done using a computer algebra package like sage. It quickly tells us:
sage: alpha = (I * sqrt(19) + I * sqrt(19) * sqrt(17))/(-38)
sage: M = matrix([[0,0,0,0,0,0,-1/38, -1/38],[0,0,0,0,0,0,-17/38,-1/38],[0,0,0,-1/2,0,-1/2,0,0],[0,0,1/38,0,1/38,0,0,0],[0,0,0,-17/2,0,-1/2,0,0],[0,0,17/38,0,1/38,0,0,0],[1/2,1/2,0,0,0,0,0,0],[17/2,1/2,0,0,0,0,0,0]])
sage: M.minpoly()
x^4 + 9/19*x^2 + 16/361
sage: alpha.minpoly()
x^4 + 9/19*x^2 + 16/361
In particular, the minimal polynomial does not have integer coefficients, so this is not an algebraic integer.
I hope this helps ^_^