Did you try to configure this while plugged into the arduino or the PC. If arduino then was the shield configured for UART or D2/D3 pins.
What sketch did you use to try and configure it (assuming arduino connection)
Did you flip the DIP switch before powering the device on?
I tried to configure while plugged into the arduino. The shield was configured for UART.
I used an empty sketch, the baut rate set to 38400 and both NL and CR.
The DIP switch was flipped and I want to set the devive to slave-loop(AT+ROLE=2)