Arduino Mega 2560 +Xbee series 1 not communicating

I've bought 2 XBee series 1, an XBee shield and a usb explorer dongle from Sparkfun and tried setting them up, with no apparent success. I'm a beginner with those. I've set both up with the same Channel, Adress, and opposite DL/MY in X-CTU. Both are in AT mode. I followed multiple guides/tutorials/etc. and following all of those they should be communicating by now but nothing happens.

I've bent the RX/TX pin from the shield and used jumpers to connect them to D14/D15 TX3/RX3. No matter how much I try, they won't talk to each other. One is set up on the explorer and X-CTU, the other on the arduino with the serial monitor opened. No data seems to get transferred from one to the other, in both directions. The RX light on the explorer lights up as I write data from X-CTU.

Does anyone have an idea on what could be wrong?