I've had a similar problem. About two months ago I submitted this topic and never received a reply - perhaps it's a bug. My experience has been ... if you save a report in design view with the right page setup, it USUALLY remembers the margins - but not always. I have not tried to save a different paper size. The printer I use is an HP 2100 M.
Using VBA code, I am able to bring up the page that sets the margins in a report just before I print it. I do this with the syntax, "DoCmd.RunCommand acCmdPageSetup". However, I do not yet know of any syntax to automatically set the margins on the page that comes up.
Let me know if you run into a fix for the problem.
StephenS