How to print more than 8,000 characters at a time to the SSMS Message window, without compromising text formatting?
I have not personally used this technique, but you could try LongPrint.  From that post:


  This very simple procedure is designed to overcome the limitation in
  the SQL print command that causes it to truncate strings longer than
  8000 characters.
  
  It will print the text passed to it in substrings smaller than 8000
  characters. If there are carriage returns (CRs) in the text, it will
  break up the substrings at the carriage returns and the printed
  version will exactly reflect the string passed.
  
  If there are insufficient CRs in the text, it will print it out in
  blocks of 8000 characters with an extra carriage return at that point.
  
  If it is passed a null value, it will do virtually nothing.
  
  I developed a need to display very lengthy strings while trying to
  debug a script that generated a very long dynamic SQL section. When I
  did not instantly find a script to do this on SQLServerCentral.com I
  decided it would be faster to write one myself than search the broader
  internet.


Copying the code from that post:

CREATE PROCEDURE [dbo].[LongPrint]
      @String NVARCHAR(MAX)

AS

/*
Example:

exec LongPrint @string =
'This String
Exists to test
the system.'

*/

/* This procedure is designed to overcome the limitation
in the SQL print command that causes it to truncate strings
longer than 8000 characters (4000 for nvarchar).

It will print the text passed to it in substrings smaller than 4000
characters.  If there are carriage returns (CRs) or new lines (NLs in the text),
it will break up the substrings at the carriage returns and the
printed version will exactly reflect the string passed.

If there are insufficient line breaks in the text, it will
print it out in blocks of 4000 characters with an extra carriage
return at that point.

If it is passed a null value, it will do virtually nothing.

NOTE: This is substantially slower than a simple print, so should only be used
when actually needed.
 */

DECLARE
               @CurrentEnd BIGINT, /* track the length of the next substring */
               @offset tinyint /*tracks the amount of offset needed */


set @string = replace(  replace(@string, char(13) + char(10), char(10))   , char(13), char(10))

WHILE LEN(@String) &gt; 1
BEGIN


    IF CHARINDEX(CHAR(10), @String) between 1 AND 4000
    BEGIN

           SET @CurrentEnd =  CHARINDEX(char(10), @String) -1
           set @offset = 2
    END
    ELSE
    BEGIN
           SET @CurrentEnd = 4000
            set @offset = 1
    END   


    PRINT SUBSTRING(@String, 1, @CurrentEnd) 

    set @string = SUBSTRING(@String, @CurrentEnd+@offset, 1073741822)   

END /*End While loop*/