Bluetooth +Error: 2

I have a Sunfounder Bluetooth module connected to my Uno using SoftwareSerial. I can send data to a paired and connected device just fine. However, I want to change the baud rate and Bluetooth name using AT commands. While the BT module is not connected to a device (led flashing) I send AT via the serial monitor and receive back "+Error: 2". No mater the AT+ command I give it I get the same error and a simple "AT" returns nothing not the expected OK. I've tried:

AT
AT+BAUD4
AT+NAME?

I can't seem to find a list of error messages and meanings either. Any ideas what's going on?