UNO and Bluetooth HC06 AT commands

You can try the following (which should be similar to what you already have) and manually enter the commands in the serial monitor.

// Basic Bluetooth sketch HC-06_01
// Connect the Hc-06 module and communicate using the serial monitor
//
// The HC-06 defaults to AT mode when first powered on.
 
 
#include <SoftwareSerial.h>
SoftwareSerial BTserial(2, 3); // RX | TX
// Connect the HC-06 TX to the Arduino RX on pin 2. 
// Connect the HC-06 RX to the Arduino TX on pin 3 through a voltage divider.
// 
 
 
void setup() 
{
    Serial.begin(9600);
    Serial.println("Enter AT commands:");
    BTserial.begin(9600);  
}
 
void loop()
{
 
    // Keep reading from HC-06 and send to Arduino Serial Monitor
    if (BTserial.available())
    {  
        Serial.write(BTserial.read());
    }
 
    // Keep reading from Arduino Serial Monitor and send to HC-06
    if (Serial.available())
    {
        BTserial.write(Serial.read());
    }
 
}

There are various different modules, some of which use the same hardware and look the same but have different firmware and finding out which exact module you have is the key. What name does yours broadcast?

I presume your module is on a breakout board, if so what markings does it have; zs-040, FC-114, JY-MCU, KEYES, etc.

Some modules require uppercase, some require lowercase, some don't care.
Some require line end characters (\r\n). Others do not.
Most use 9600 baud rate but this is not guaranteed (I have a couple of weird ones that default to 38400).

Try the AT command in different ways; upper and lower case, with and without line end characters.
Do each one 2 or 3 times, not just once and wait more than a second between tries.

Some modules give welcome messages (such as the Bolutek ones) so cycle the power of the BT module while the Arduino is on and connected and with the serial monitor open.

If you do not get anything at 9600, try again at a different baud rate.