I print all my scores in concert size which is 9"x12". I print the parts 8 1/2"x11" and I always use linked parts. In Finale this is easy and straight forward. The problem happens with (1) printer you use and (2) obtaining the A5 paper size. I have a large format HP Office Jet Pro which absolutely refuses any efforts to print on any odd paper size. I also have a Brother Business Smart large format printer that does it without issue. So select your printer carefully. The second problem at least where I live is obtaining the odd paper size, concert 9"x12" in my case and A5 in yours. Concert size paper is almost impossible to find.
I would suspect you will need to have a paper trimer if you want to do A5.
My printer prints in A5 without problems. I get the paper in A5 format by bringing an A4 ream in ripography that I take halfway through. But does the 9" x 12" concert match the A5 size (Brand Band size)?
I have never used A5 size so I don't know how the printer handles it. I know my Brother printer does odd sizes better than my HP printer does. 9"x12" is for my scores and is standard concert size for us. However, 9"x12" paper is difficult to find.