There was another thread recently where the module could enter AT mode (the 2 second on/ 2 seconds off) flash pattern but would never respond with an OK.
Note, that the thread uses the software serial and crossed Rx>Tx and Tx>Rx approach instead of your blank sketch and direct connections. Both methods should work, but you may want to try the other way http://www.martyncurrey.com/arduino-with-hc-05-bluetooth-module-at-mode/