Each section adds tremendous complexity to a document. Among other things, each section has three headers and three footers even though none of them may be displayed.

You've run into part of that complexity. Generally, when printing a range of pages across multiple sections you have to give a beginning page and section and an ending page and section. You need to know the page number and section number of the starting and ending pages.

Instead of typing 35-42 in the range, you type p35s23-p42s46. You'll have to experiment.

Seriously, look into the StyleRef field.