I have had the same problem with a module that looks exactly as the one in your pictures.
EXPLANATION AND SOLUTION:
It is an HC-05, even if sold as HC-06. Send AT commands followed by carriage return and newline and everything will work. 
I have had the same problem with a module that looks exactly as the one in your pictures.
EXPLANATION AND SOLUTION:
It is an HC-05, even if sold as HC-06. Send AT commands followed by carriage return and newline and everything will work.