HC-05 Bluetooht Modules don't pair

Hey there ,

I'm trying to connect two arduino boards (uno and mega) using two HC-05 Bluetooth modules (Version 3.0 20170601).

I've tried a dozen of tutorials on youtube.com and instructables.com and my problem is that the modules still stay in "AT Commands" mode.
for example I followed this tutorial step by step:

and still the problem remains.

Please help me to solve this.

I really really appreciate your help and support.

Thank You Guys!!