Is there an Arduino library, for ESP with at commands ?

there is only one such library for AT commands - WiFiEsp. but it is not made to be compatible with SAMD architecture

for example Teensy SAMD board users connect esp8266 over SPI and use WiFiSpiESP firmware and library. it is easier then with 5 V AVR boards because both boards are 3.3V, no level shifting is needed.