Does anyone know what I have done wrong?
This is the website I used - https://www.instructables.com/id/Modify-The-HC-05-Bluetooth-Module-Defaults-Using-A/
The first thing you have done wrong is read an Instructable dealing with an HC-05 while holding an HM-10 in your hand. Of course I could be wrong, and you actually have HC-05s but are asking about pairing HM-10s, in which case, and if you really want to pair HC-05, you should ignore reply#1. The default rate for configuring HC-05 is 38400.
Once you have decided what you have, and what you want to do with it, you will get the best tutorials at http://www.martyncurrey.com/connecting-2-arduinos-by-bluetooth-using-a-hc-05-and-a-hc-06-pair-bind-and-link/
I have just realised that maybe you are causing all this confusion because you actually have one of each, in which event I am sure you are out of luck, as I'm sure HM-10 is not backward compatible.