HM-10 AT command doesn't work

I've done a bit more reading on the HM 10, and I'm still not certain if your module is working properly, because you have never seen the AT > OK.

The wiring in your first posting was backwards, and the code was not quite correct. Try this AT sketch which comes from this tutorial https://arduino-info.wikispaces.com/HM-10%20Bluetooth%20LE

It is the nearly same as your first sketch, but adds a Serial.write to the last section to echo the Bluetooth back to the serial monitor. There are two important things to note. First, the module should not be connected to the phone. I think that means there is a blinking light. The AT mode will not work when connected. That is why you need the echo back to the monitor as there can be no phone involved.

Second, there appear to be several versions of HM10 firmware, and some modules want a NL and CR, and others do not want that.
So, when you send AT from the monitor looking for the OK response, try it with no line ending and with the NL and CR.

#include <SoftwareSerial.h>
SoftwareSerial BTserial(3, 4); //Create software serial instance, pins of your choice

char c = ' ';


// Initialization
void setup()
{
  Serial.begin(9600);
  Serial.print("Sketch:   ");   Serial.println(__FILE__);
  Serial.print("Uploaded: ");   Serial.println(__DATE__);
  Serial.println(" ");

  BTserial.begin(9600);
  Serial.println("BTserial started at 9600");
}

// Arduino Execution Loop
void loop()
{
  // Read from the Bluetooth module and send to the Arduino Serial Monitor
  if (BTserial.available())
  {
    c = BTserial.read();
    Serial.write(c);
  }

  // Read from the Serial Monitor and send to the Bluetooth module
  if (Serial.available())
  {
    c = Serial.read();
    BTserial.write(c);
    Serial.write(c);
  }
}