Software serial problem -> K-wire without ELM

Are you asking if 10400 is supported by the arduino or the K-wire?

I'm asking if SoftwareSerial supports that speed.

Is this how i should send that string?

You shouldn't be sending a string.

byte crap[] = { 0xc1, ox33, 0xf1, 0x81, 0x66 };
mySerial.write(crap, 5);