It appears that the dialog box that sets page size has some built-in latitude, so that when you set a custom size that is very close to a defined size, it reverts to that defined size.
Here is a way to set your custom page size, and from my limited testing, it appears that the document will retain the custom size.
Open a new Word document and click Alt + f11 (the alt key and function key No.11 at the same time.)
In the visual basic window that opens, look in the Project Viewer pane on the left (If this is not visible, from the Visual Basic window select View - Project Explorer)
Find Normal in the Project Explorer and right-click and select Insert ... and select Module (not Class Module)
A new module will appear under Modules, beneath Normal. This will likely be named Module1. Double click on it.
In the large window on the right paste the following:
.PageSetup.PageHeight = CentimetersToPoints(15)
.PageSetup.PageWidth = CentimetersToPoints(21.1)
Select File - Save Normal from the visual basic menu
Use Alt+f11 to return to the main Word window.
Now add a button to a toolbar
Right-click any toolbar or the menu bar and select Customize (at the bottom of the list)
Select the Commands Tab and on the left side scroll down and select macros
From the right side select Normal.Module1.CustomPage and drag it on to a toolbar
Right-click this new item and click 'Text only in Menus'
This leaves you with an icon on the toolbar. You can right-click again and either select an icon (there is a page icon that you could use) or select the edit icon and design one yourself.
Click Close on the Customize dialog box.
Now clicking your new icon will set the active document page size to your custom setting.
If you are going to set various custom page sizes, you could modify the macro with two input boxes allowing you to enter the height and width settings required.
Hope this helps get round this unusual problem