There appears no way to print without margins in the latest Lightroom Classic. This has just started and is the same problem on different window 10 computers. Hopefully there is some way to fix this problem.
'Borderless' needs to be set in the Printer Page Setup dialog.
Even my 'cheap' Canon TS8200 inkjet has the borderless option.
Not forgetting that after setting the option in the printer dialog, you need to go back into Layout and set Margins=0 and Cell Size = Maximum. And maybe even 'Zoom to Fill' if the image ratio is not the samer as the paper.