I don't know about every finite group $G$ (I'll guess no), but there are definitely infinitely many finite groups $G$ for which the situation you describe obtains: the extension $K/mathbb{C}(t)$ has a model over $mathbb{Q}$ but is not Galois over $mathbb{Q}$. (And for most of these groups, we do not know how to realize them as Galois groups over $mathbb{Q}$, regularly or otherwise.)
For instance, this is the situation in a work in progress of John Voight and me:
http://math.uga.edu/~pete/triangle-091309.pdf
In our slightly different language, there are plenty of situations where the covering itself is defined over $mathbb{Q}$ but the field of definition of the automorphism group $G$ is strictly larger. (This is equivalent to what you're asking, right? Please let me know.)
[Warning: recently, with the help of Noam Elkies, John and I realized that our arguments as given only work when (in our notation) $a = 2$. This is still a generalization of the setting in which I began this work some years ago: I had $a = 2$, $b = 3$, so I know for sure that there are infinitely many examples of this form.]
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