In fact, this cannot happen: an elliptic curve over $\mathbb{Q}_p$ is supersingular if and only if its associated mod $p$ Galois representation is irreducible, but if it is irreducible as a representation of $\mathbb{F}_p[G_{\mathbb{Q}_p}]$ then it is certainly irreducible as a representation of $\mathbb{F}_p[G_{\mathbb{Q}}]$ and thus it has no $p$-isogenies.

This argument doesn't work over larger fields: if $K$ is an extension of $\mathbb{Q}_p$ it's no longer true that $E/K$ is supersingular if and only if $E[p]$ is irreducible as a $\mathbb{F}_p[G_{K}]$-module, cf. this MSE question. In particular, one can have an elliptic curve $E / \mathbb{Q}$ with a $p$-isogeny and bad reduction at $p$, and a number field $F / \mathbb{Q}$ such that $E$ has good supersingular reduction at all primes of $F$ above $p$; my previous suggestion to look for points on $X_0(p)$ gives lots of examples of this.

In fact, this cannot happen: an elliptic curve over $\mathbb{Q}_p$ is supersingular if and only if its associated mod $p$ Galois representation is irreducible, but if it is irreducible as a representation of $\mathbb{F}_p[G_{\mathbb{Q}_p}]$ then it is certainly irreducible as a representation of $\mathbb{F}_p[G_{\mathbb{Q}}]$ and thus it has no $p$-isogenies.

This argument doesn't work over larger fields: if $K$ is an extension of $\mathbb{Q}_p$ it's no longer true that $E/K$ is supersingular if and only if $E[p]$ is irreducible as a $\mathbb{F}_p[G_{K}]$-module, cf. this MSE question. In particular, one can have an elliptic curve $E / \mathbb{Q}$ with a $p$-isogeny and bad reduction at $p$, and a number field $F / \mathbb{Q}$ such that $E$ has good supersingular reduction at all primes of $F$ above $p$; my previous suggestion to look for points on $X_0(p)$ gives lots of examples of this.