I will describe my setup so you can better know what I need to know to help.
I have a Win 10 PC connected to a HC05 set to master mode through a USB to serial adapter that sends the gcode to another HC05 (in slave mode) that is connected to an Uno running the grbl firmware. Both of the HC05 modules are set to 115200 baud. The PC is running the bCNC gcode sender app,
Before connecting the HC05 modules in their permanent positions, they were attached to a USB to serial adapter and their setups were modified so that they would automatically pair and connect to each other, their baud rates were set to 115200 and their names were changed. The Arduino IDE serial monitor was used as a terminal to talk to the modules while I set them up. I used this howtomechatronics page instructions to set up the modules. The HC05 that is connected to the Uno connects the HC05 TX to the Uno RX (pin 0) and the HC05 RX to the Uno TX (pin 1) through a voltage divider (see the howtomechatronics page).
This Martyn Currey page explains how to use AT mode.
I found this HC05 configurator app helpful.
Please post your photos here so that we don't have to go and download them.