Peter, please make a screenshot of your custom size saved paper preset, and one of the print settings dialog box.
Very difficult to tell what's happening. Perhaps the screenshots will give a clue.
If you can, show each step in your process with the printing boxes.
As a general rule, when something is not working right, HP advocates shutting down the printer, unplugging, waiting a few minutes, then restarting. Same with your computer.
I've heard that Windows 10 works well for some, but not for others.
Assume first that it is pilot error, then I guess, suspect the driver. Does the same issue happen with the PS driver?
I'd say, generally, add new printers with previous version drivers to see if you can trobleshoot the HP driver to see if it is on the HP side or the Photoshop side.