LR has a working space for viewing, which is Melissa RGB, similar to ProPhoto. There is no changing that. What you set in the preferences is what space the rendered image gets converted into when you edit files externally in PS or other programs. You have to keep in mind that LR is really geared toward raw files. There is no tagged profile with a raw file (it isn't rendered so there is no color space). In the case of printing raw files the image goes straight from a raw state into the paper profile.
In your case, these are rendered files, i.e. psd's, tiffs or jpegs. As long as the image is tagged on import to LR, there should be no issues. Printing is easy as long as you make sure color management is handled by either LR or the print driver, but not both (just like PS).
That's why I think your issues are either:
1. There is no profile tagged to the images. If that is the case, open the image in elements and try to assign a profile before saving (I would assign the same profile as the working space in Elements, which sounds like Adobe RGB).
2. You have color management either on or off in both LR and the printer driver. The paper profile is selected in the bottom right panel when in Print Mode. Then hit "Print" and double check that color management is off in the Epson driver. From your last post it certainly sounds like you are doing things right in LR, so I lean towards a problem with how the images are tagged coming into LR.
Unfortunately I can't remember exactly how LR works on tagged and untagged rendered files. I think it converts the image into Melissa RGB for viewing purposes only. During printing it should go directly from the tagged image profile into the paper profile, but I can't remember. Andrew Rodney (digitaldog) would know right off the top of his head what happens in a case where there is no profile.
Dave