I am having the same trouble with ProSeries with my multistate clients.  To keep moving along I print to pdf and then print the pdf otherwise I do not have a complete print out.  Most of mine are Illinois and Indiana.  The Indiana return will only print the first page.  Now I am discovering that it does this with the corporate and partnership taxes.  I thought perhaps it was a software issue that would be updated but it has been quite some time.  Does anyone have a solution?