Does a print preview show the all address lines ok or not. If not then I would say the margin plus headr/footer settings must be the issue in Word.
Also, if not already, have you checked the settings on the printer.
A quick check of the manual gives this snippet:
" If you are printing on envelopes, do the following:
a. Display the print settings, and click the Features tab.
b. In the Resizing Options area, click the appropriate envelope size in the Size list.
6. Click OK, and then click Print or OK in the Print dialog box"
Manual is available at:
http://h10032.www1.hp.com/ctg/Manual/c02240492.pdf