We discussed this before in THIS thread. It was (and still is) my belief that it had everything to do with the printer driver that you have installed. If it does not allow you to define custom paper sizes, that’s it I think, but maybe someone at McNeel can prove me wrong (I use 5.4.2.).
As I described, my printer driver will allow me to define a custom size, but will not print it, so I change to the pdf printer halfway through the process.
Max.
(I am using THIS pdf printer app)