Open Dolphin as root.

#
pkexec env DISPLAY=$DISPLAY XAUTHORITY=$XAUTHORITY KDE_SESSION_VERSION=5 KDE_FULL_SESSION=true dolphin

or
Add a bookmark and paste command see image

or
Create a shell script
1. create a file called runasroot.sh and inside the document add this.

#!/bin/bash 
pkexec env DISPLAY=$DISPLAY XAUTHORITY=$XAUTHORITY KDE_SESSION_VERSION=5 KDE_FULL_SESSION=true dolphin

2. run script

#
sh runasroot.sh