Hey gmayor!
Thank you so much for your help. It finally worked.
For future reference - I changed the following settings:
- Page Layout > Align > everything on 0 cm
- Margins > Custom Margins > Tab Margins: everything on 0 cm/ Tab Layout: everything on 0cm
- Also, I changed the scaling to paper size A4 - instead of "one page per sheet".
When trying to print, Word sends a message that the margins are very narrow and asks if I really want to print - clicked yes a few times (for every page), then it worked.
I don't know what the solution really was in the end, but it worked and I will do the same things next time.
Many thanks again!

Malin