Pages to pdf export results in a smaller page size, how can I make the page size as setup in Pages

This is probably too late but I think I know the answer, so maybe it'll help someone. What you probably want to do is

1. Convert notes to skim notes
2. Go to File > Export > choose File format either Notes as RTF or Notes as text.

This answers your 'export to text document' questions. I don't see how you could print the PDF together with the text in the anchored notes, though.

change the region under System Preferences > International > Formats. I believe that most of the region settings will cause Pages to default to ISO paper sizes (such as A4). The only ones I know of which result in US Letter are United States, United States (Computer), and Canada.

If all you care about is the paper size for new blank documents, you can always save a custom template with your preferred page setup, use that, and not touch your system settings.