I set my display color profile to the sRGB IE61966-2.1 profile.
Sorry, but that's a very poor choice. sRGB, just like nearly all of the other profiles on the system, are generic color spaces that have - literally - nothing at all to do with the color response of the monitor. All you're doing is forcing the much larger color gamut of your monitor into a tiny color space. If calibrated and profiled properly, 255,0,0 would not look like the same red your monitor would produce as sRGB. The latter would be much duller. Which is correct since sRGB is a smaller, less saturated color space.
No, there's nothing wrong with using Adobe RGB for print. It's also an RGB profile, not CMYK. And by "for print", I mean if Adobe RGB is what you're using as your working RGB color space in Photoshop or other image editing app. It should never, ever be used as a printer profile since it isn't one.
I'm not sure what you're doing to get anything off your printer that looks anything like your monitor, but it has to be sheer luck you're even close.
A correct monitor setup is using the profile of a properly calibrated and profiled monitor per one of the devices mentioned above by myself and dialabrain. The built in Calibrate function in the OS is truly, 100% useless. It's purely a guess by the system what you're doing. With a monitor profiling device, the OS is directly reading the color output of the monitor, and building a mathematical representation of it in your completed profile. In other words, the OS knows exactly what the color response of your monitor is. No guessing or interpretation involved.
Next, pick whatever color space you want as your working RGB color in Photoshop. I use my monitor profile. It's larger than Adobe RGB, so I wouldn't want to use that. Why clip color you could be using? I could use something larger, like WideGamut RGB, but what would be the point of that? Then it would be possible to adjust color (more saturated in particular) on an image beyond what your monitor can even display.
Lastly, use an actual printer profile for the printer. These would be the ones the manufacturer supplies (if they do) for the model printer you're using. And when they say luster paper, using Epson as an example, they mean Epson luster paper. Not Canon, Brother or anything else. Printer profiles are very printer/ink and paper specific. Because they aren't made to the same specifications, if you take three different types of luster paper and print the same image with no change in the settings on each type, you will get three entirely different results.
Photoshop and the OS do this when you print. Photoshop sends the image out in whatever color space you're using as your working RGB space. ColorSync converts that to the monitor profile, as the entire idea is to try and produce a print that's as close to the monitor as possible. Lastly that color is converted to the printer profile's color space and is finally passed on to the printer for output.