Not sure I recall A4 and A5 but I think it is like my letterhead and legal.
Here are tow workarounds:
A) Link the worksheet to Word and use Word's multiple page features for
printing
B) Let's say the data in is A1:B5000 on Sheet1. Go to (or insert) a blank
sheet - we'll call this the PrintSheet. Enter =Sheet1!A1 (best done by
typing =, pointing at A1 on sheet1 and hitting Enter) on A1 of the
PrintSheet. Copy across for as many columns as you have in the list.
Copy down the page. Let's say we can get 55 on an A5 in landscape mode. Cut
and paste with rows 56 to 111 (experiment, it may be 110) to the side of A1.
Delete the blank rows; insert a page break under 55 to be sure.
Repeat with every second block of 55 rows.
If you are up to it, call back and ask for a VBA subroutine to do all this
for you.
best wishes