The croping tool shows the 8.5 x 11 crop and that cuts out about an inch of the photo on the right and left borders.
How do you set it up to print the entire photo without borders.
This is impossible to do, you cannot print a photo that is NOT 8.5x11 to fill up an 8.5x11 sheet of paper, unless you want to have borders, or the printer does some clipping, as you experienced and stated in your first message. This is a statement that is true for Lightroom. In other software, there is a third possibility, but you probably won't like it any better, other software like Photoshop can compress (squeeze) the photo or expand the photo to fill up the area properly; this, for example, makes people fatter or skinnier and/or shorter or taller.
Why is this impossible? The answer is simple geometry, you cannot print a photo that is one shape to fill up a different shape. The photo must be the same shape (called "aspect ratio" in photography) as the paper to fill it up.