Change default paper size to A4 Two Sided Margins

My default paper size (System Preferences > Printers & Scanners) is currently set to A4.

However, I think this is giving me problems when I try to print duplex (HP Photosmart 5520). If I select two-sided printing in the print dialog (from any application) I get an error saying that the margins have to be adjusted.

I think this is preventing me from setting two-sided as the default, or even including it in presets. If I try to include it in a preset, next time I select the preset, two sided printing remains off.

How can I change my default paper size to "A4, Two Sided Margins"? There is an option in the print dialog to change it (only for that current print job) but this particular paper size/margins is not available in System Preferences where you select the default paper size.

Is there something I can install to make this option show up in System Preferences? Can I make a custom paper size for it?