HC-05 and HC-06 Bleutooth Module Issues

Hi! I have purchased both a HC-05 and a HC-06 module and I cannot for the life of me get either one working completely. I have them both connected to my Ardunio Mega according to the examples on many web pages, including the level shift for the RX line. For the HC-06 I can see it on my phone and I can connect to it (light goes steady), I can also use the example sketch to use the serial monitor and talk back and forth with my phone, and I can issue a AT+NAMEmyname to set the name and it works, but it will not accept any other AT commands I have tried including AT+PIN or AT+VERSION or even the AT by itself. I get no response, for the AT+NAME I get a "OKsetname" response. I need to set the pin code. I tried to set pin 34 high like other examples, but it made no difference. It does not have a button like the HC-05, so I cannot try that to get into AT mode, So I tried a HC-05, connected the same way. I do not see it on my phone and it blinks slower than the HC-06. It does not respond to anything at all. If I press the button on power up it seems to go into AT mode, as the light flashes very slowly, same if I bring pin 34 high, but I cannot get it to respond to any commands at all, and it does not show up in my Bluetooth list on my phone. I have tried both 38400 and 9600 with no results. Both units I bought where HiLetGo brand on amazon. Any suggestions?