Your problem is not clearly explained. Have you succeeded in sending any AT commands? It is not really necessary to display confirmation from bluetooth. I never do.
You don't say which type of Bluetooth you are using. Note particularly that FC-114 does not identify the bluetooth module, it is merely the breakout board on which the bluetooth sits, and that may be where your problem lies. If you are unsure, I believe the most bulletproof way of checking is to seek it with a phone. HC-05 usually identifies itself as HC-05 but, more importantly, an HC-06 always identifies itself as LINVOR.
As far as I am aware, no version of HC-05 has the same procedure, or baud rate for AT mode, as an HC-06 and the latter therefore means that the same code will not work for both. I realise that the title of the link implies one size fits all but the differences are probably pointed out somewhere.
"Not all pins on the Mega and Mega 2560 support change interrupts, so only the following can be used for RX: 10, 11, 12, 13, 14, 15, 50, 51, 52, 53, A8 (62), A9 (63), A10 (64), A11 (65), A12 (66), A13 (67), A14 (68), A15 (69)."
OK, you don't have a real problem with AT. You have successfully sent the command and, as I said, you don't really need the feedback.
It sounds like you might have used software serial on a hardware port. You might ask if you have good reason for using software serial on a Mega anyway, I bet you don't.
You might find the following background notes useful