Can you share a screenshot of the borders that you're referring to?
The DIN A4 paper size measurements that you found on the Internet are in what type:
A4 size paper is measured by dividing the length by the width. And if this is for a print, dots per inches will come into play too based on what your printing device can deliver.
While it is also found on the Internet that, the easiest to figure this out is by folding in half a piece of A4 paper (parallel to the shortest side), the same is not true for Adobe XD.
Since Adobe XD is a design tool that is meant for creative content that will be displayed in different types of computer monitors, measuring resolutions for different types of screen sizes is an entirely different equation.
You may not be able to attain the desired results by punching in paper size measurement with Adobe XD.
I think, however, that your observation would be a great feature for Adobe XD as to be able to facilitate XD users with the ability to print in two simple steps.
But in the meanwhile, your best approach in this case is to use a combination of the following options:
1. Use "Auto Mode Responsive Size" to resize the layout of that project