I'm having the same issue. I use the Uno 3.3v pin to hold the EN pin high and get the slow flashing LED when Vcc is connected which should indicate being in AT mode.
I open the IDE serial monitor and have Baud 9600 with both NL & CR selected. These are the only selections that get any response at all except for gobble-de-gook.
Anyway, if I type and send "AT" (no quotes), the only response I get is an arrow followed by AT. Same thing if I type any other command even if it's a query. Type AT+UART? and all that shows in the serial monitor is an arrow followed by AT+UART?.
My particular BT module is from HiLetgo and is a 6 pin HC-05 ZS-040 model. I sent an email to their support department with the details and currently awaiting response.