One HTML page at a time is the way it should work. If you want to print out the entire ebook it would need to be placed in one HTML page. One extreme approach would be to have your ebook as it is now and include an HTML page that includes everything. It will dramatically increase the size of the document.
There might be a way using javascript, but I wouldn't know.
Have you explored the possibility of using PDF? That could very well be a solution.
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