Good idea but I don't think it is related to printer settings. My printers are all set to A4. Also I found something from Ancestry (I think) which said you had to change each section separately - if it was printer related you would just change the printer settings once.
I think this is just an example of Ancestry churning out software that hasn't been properly thought through or tested. I have put in a bug report to them.
I think they have bitten off more than they can chew with this. They would have done better to try and integrate with Word - then they wouldn't have had to worry about how to display headers and footers, table of contents etc., they could just concentrate on creating the reports and the text.
I guess I will have to just create the items separately then import them into Word.