Under which operations is the class of non-recursive languages a closure?
Non-recursive languages are closed under complement, but not under union or intersection.

Indeed, a decider for $A$ exists iff there is a decider for $A^c$. Hence the closure under complement.

However, let $B$ be any non-recursive language. $B^c$ is also non-recursive. But $B \cap B^c = \emptyset$ and $B \cup B^c = \Sigma^*$ are both recursive. Hence, non-recursive languages are not closed under union or intersection.

In the example you mention, you can not conclude anything about $L$ from $A,B$ being non recursive.

I will provide a hint for $L$, only. When you have a language of the form $L=\{f(x,y) | x,y\mbox{ s.t. } p(x,y)\}$, it is sometimes convenient to choose a particular value $a$ and study the related language $L_a = \{ y | y\mbox{ s.t. } p(a,y) \}$ first. Maybe one can choose $a$ to make $p(a,y)$ simple enough so that other proof techniques apply.