No, even after saving, the lines are appearing in print preview, but not printing. Both the view and print gridlines boxes are ticked. My hair is turning grey, I can't think of anything else to try. It is my financial year-end at work and it's driving me crazy!
Just to let you all know that the problem appears to be the printer. I have managed to print to a photo-copier with no problems. It could be that an update is needed to the printer software, although it is only 3 months old! I'll post the solution when it has been sorted.