I'm currently on Microsoft® Word for Microsoft 365 MSO (Version 2111 Build 16.0.14701.20240) 32-bit. So now, after this being fixed for a month or more for us, as of yesterday, printing by section is again not working. I wrote a brief complaint through the feedback to Microsoft about it.

Adding: I just tried to run both Quick Repair and Online Repair on Office 365, but with no effect upon this problem. I tried requesting printing pages 1,3,5 as well as s1-s4 (the latter is something I use often ordinarily) and neither made anything at all print or happen. I can either print the entire document, or print single page by single page.

I tried printing page by page and waste a few sheets of paper because I got confused with the auto page numbering vs the page numbers in the print preview.

Yes, that can be confusing.

I usually print by section, knowing that for us, section 1 is the cover page, 2 is the cover letter, 3 is the table of contents, and 4 is usually the main report.

You can also customize the status bar that runs at the bottom of Word (I'm using 365 and I can't remember what it looks like in older versions) to show both the formatted page number and the actual page number in the doc. Plus what section the displayed page is in.