Printer not connected message

[SlippySlope]

I just bought the OfficeJet Pro 9020 All-in-one. I have a wireless network. I'm a Mac user. When I installed printer (I replaced an HP Envy) I was using macOS Mojave (I just updated to Catalina but this is not an option under Operating System above).  I'm using the HPSmart app. Even before I updated to Catalina, I would get the message "Printer Not Connected" (it did this with Mojave and now with Catalina). If I go to the printer and hit the network icon, it will eventually print (I think this is "waking up" the printer). I then went to setup and noticed that there are "sleep" options of 5, 10, 15, 30 min etc - but not "never").

I also noticed that there is a "Wi-Fi Direct Settings" so I turned on Wi-Fi Direct. There is a "Connection Method" with choice of "Automatic" or "Manual" - I set it to Automatic.

I think the problem is the printer goes to sleep and when the computer tries to connect, it is sleeping. My printer is not in the same room as the computer and walking over to "wake up" the printer is ridiculous. How do I keep it from going to sleep or do I need to buy another brand of printer?

[SlippySlope]

I'll add that when I print something and the printer queue window opens, it says "Printing - looking for printer". I can go off for an hour or two and return to find my document has printed. So, at some point, the printer wakes up and prints. This is not acceptable. When I print, I want it to print.