Powershell, 61 52 bytes
Thanks to TimmyD for saving 9 bytes!
65..90+89..65|%{-join[char[]]((65..$_-ne$_)+$_..65)}
Loops through ASCII values for capital letters forwards, then backwards. For each number, this creates an array of the first X numbers, removes the X-1st number, then adds the reverse of the first X numbers, which is all then cast to chars and joined into a string.
Resultant strings are assigned to their own array, which is output to the console forwards, then backwards, excluding the duplicate A-Z string in the middle.