Is it possible to create a set of prints from different folders? I have tried but when I enter another folder the images from the previous folder disappear from the layout.
From memory the best thing to do would be to create a collection first. If you are likely to do this sort of thing often, you could create a collection set, naming it something like 'Print sets', and have several collections within it. When you go to the Print screen, you can choose the collection to print from.
If you want to make adjustments to the images specific to printing (for example, my printer darkens everything, so I would increase the exposure to allow for that, but that means it doesn't display correctly onscreen), then when you add the images to the collections, you can choose to create virtual copies, so that a new copy of the image is what gets adjusted instead