Thanks for your reply "Nick_Pyner", I finally figured out why HC-05 is not able to scan.
HC-05 uses Bluetooth Classic / 2.0 technology, where is my keychain is of 4.0. So not able to scan.
Now I am looking for alternative to HC-05 as BLE, I think HM-10 should work, My main aim is to detect RSSI signal and calculate distance.
Thanks