For Windows devices, the paper size depends on the installed printer or PDF drivers. If you don’t see the desired paper size in the paper size list, it means that there is no printer or PDF driver that supports that paper size.
As a solution, you could install a third party app that supports a larger number of paper sizes, for example Win2PDF. After installing a third party app follow the steps below:

1.  Open the Project Plan 365 app and go to menu “File” – “Print” – “Print”;
2. From the “Printer Name” list select Win2PDF (or the preferred app) then press “Properties”;
3. The Print dialog should appear and select “Properties” again;
4. In the next dialog, click on “Advanced” button then, from the “Paper Size” list, select the desired paper size;
5. After selecting the paper size, press “OK” in all dialogs, give a name for the PDF file and press “Save”;
6. The project should then be exported/printed to PDF with the desired page size.