I'm happy to present my example of a smooth projective surface $X$ over
$K=\mathbb{Q}_p$ ($p$ prime) such that $X(K)\neq\emptyset$, whose
$l$-adic cohomology groups are unramified (for all primes $l$) and which still
has bad reduction : there is no smooth $\mathbb{Z}_p$-scheme whose generic
fibre is $X$.  (The method works for any finite extension of $\mathbb{Q}_p$ and was worked out a few years ago.)

The surface $X$ is going to be a conic bundle over $\mathbb{P}_1$ with four
degenerate fibres, so it is a rational surface in the sense of being $\bar
K$-birational to $\mathbb{P}_2$.  It will be clear that the example is not
isolated.

If $p$ is odd, let $d\in\mathbb{Z}_p^\times$ be a unit which is
not a square, and take $d=5$ if $p=2$, so that $K(\sqrt{d})|K$ is the unramified quadratic extension.

Let $e_1, e_2$ be two distinct units of $K$.  We take $X$ to be the surface in
$\mathbb{P}({\cal O}(2)\oplus{\cal O}(2)\oplus{\cal O})$ (coordinates $y:z:t$)
over $\mathbb{P}_1$ (coordinates $x:x'$) defined by the equation
$$
y^2-dz^2=xx'(x-e_1x')(x-e_2x')t^2.
$$
I claim that this $X$ has all the properties stated above, if $v_p(e_1-e_2)>0$.

First, $X(K)\neq\emptyset$ because each degenerare fibre is a pair of
intersecting lines conjugated by $\mathrm{Gal}(\bar K|K)$.

Secondly, the $l$-adic cohomology is unramified because the action of
$\mathrm{Gal}(\bar K|K)$ on the Picard group $\mathrm{Pic}(\bar{X})$ of $\bar
X=X\times_K\bar K$ factors via the quotient $\mathrm{Gal}(K(\sqrt{d})|K)$.

Finally, $X$ has bad reduction because its Chow group of $0$-cycles of degree
$0$ is $\mathbb{Z}/2\mathbb{Z}$ (cf. prop. 1 of arXiv:math/0302156v1
[math.AG]), and a theorem of Bloch (th. 0.4, On the Chow groups of certain
rational surfaces, *Annales scientifiques de l'École Normale Supérieure*, Sér.
4, 14 no. 1 (1981), p. 41-59) asserts that if a conic bundle has good
reduction, then its Chow group of $0$-cycles of degree $0$ is $0$.