Upload program to Mega via BT using HC-05

OK for scenario 2 hookup, did you first upload and test a sketch on the Arduino using the USB cable, and communicate back and forth sending and receiving some text between the sketch and serial monitor? And that works? Only after that is known to work, then switch to using BT communication with that previously loaded sketch and using the serial monitor and verify it still works as expected? I suggest do that before trying to do something more complicated, such as sketch uploading.