To prove that $F(\zeta_p)$ is an extension of $L$ which is unramified at all primes, it is enough to show that $F(\zeta_p)$ is an extension of $L$ which is unramified at all finite primes, because all finite primes are the only primes that can ramify.
To show that $F(\zeta_p)$ is an extension of $L$ which is unramified at all finite primes, we can use the following criterion: If $F$ is a Galois extension of $K$ which is unramified at all finite primes, then $F(\zeta_p)$ is an extension of $L$ which is unramified at all finite primes. This criterion can be proved as follows:
Let $\mathfrak{p}$ be a prime of $L$ which lies above a prime $\mathfrak{P}$ of $F$. We want to show that $\mathfrak{p}$ is unramified in $F(\zeta_p)$.
Since $F$ is a Galois extension of $K$, the decomposition group of $\mathfrak{P}$ in $F$ is equal to the Galois group of $F/K$. Since $F$ is unramified at all finite primes, the decomposition group of $\mathfrak{P}$ in $F$ is a subgroup of the inertia group of $\mathfrak{P}$ in $F$.
On the other hand, the Galois group of $F(\zeta_p)/L$ is equal to the Galois group of $F/K$ by the Galois correspondence, so the decomposition group of $\mathfrak{p}$ in $F(\zeta_p)$ is equal to the Galois group of $F/K$.
Since the decomposition group of $\mathfrak{p}$ in $F(\zeta_p)$ is equal to the decomposition group of $\mathfrak{P}$ in $F$, which is a subgroup of the inertia group of $\mathfrak{P}$ in $F$, it follows that the decomposition group of $\mathfrak{p}$ in $F(\zeta_p)$ is a subgroup of the inertia group of $\mathfrak{p}$ in $F(\zeta_p)$. This means that $\mathfrak{p}$ is unramified in $F(\zeta_p)$.