A problem of XBee, Arduino Nano, PC together without XBee interface board

I have connected a Xbee directly to Nano in D10,D11.
And I wrote program like this:

#include <SoftwareSerial.h>
SoftwareSerial mySerial(10, 11); // RX, TX
void setup() {
  // initialize both serial ports:

void loop() {
  if (mySerial.available())
  if (Serial.available())

… to send everything between hard Serial and the Xbee module.

I connect Nano to PC with a USB cable and run XTCU.
XTCU recognized the xbee module and I successfully changed following configuration.
HP: 0 → 1
ID: 7FFF → 1001
Baud rate : 9600 → 115200

The problem is :
When I reconnect the USB cable and open the XTCU again,
I cannot find the Xbee module any more.
Even I changed both the soft/hard serial baud rate to 115200.

I have used 2 version of XTCU
“XTCU Next Gen” (nice UI): I modified the configuration only once, as I said above, then I cannot find my XBee any more.

“XTCU old-gen version” : I have not got a chance to try this on my Xbee.
It displayed a dialog said I should press the “reset button” while recognizing the Xbee module.
But I did not using a interface board. So I have not a Hard Reset Button.
I short 5th(Reset) pin to GROUND pin on XBee but nothing happened.
I thought I did the same thing as a real Reset Button. Anything no good?