Few printers can do full-page color bleeds. Almost all have an unprintable area around the borders. You cannot control this with Word - it is a printer hardware issue. If you need full-page color bleeds, you need to use a printer that can do them, purchase pre-coloured stock, or print on a larger paper size then trim to fit.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]