Bluesmirf Mate Silver (RN-42) enter command mode when in HID mode
I believe that the problem is caused by the mode I entered. According to the datasheet on pg 10 Auto-Connect Master Mode (SM,3) enters high speed mode and this connection cannot be broken via commands or software break characters. 
It goes on to explain that both Auto-Connect DTR Mode (SM,4) and Auto-Connect ANY Mode (SM,5) (which I used) function like Auto-Connect Master Mode (SM,3), so I guess that in these modes the $$$ escape characters cannot be used to enter command mode either.

I was able to resolve this by performing a hard factory reset on the Bluesmirf Mate Silver (RN-42). I previously tried following a couple of you-tube tutorials that weren't very clear and didn't have any success. I looked at the instructions in this thread titled 'Factory Reset the RN-41 or RN-42' to get me on the right lines.

This worked for me:


Connect the Bluesmirf Mate Silver GND pin to GND and disconnected all other pins
Connect a wire to 3.3v on Ardunio 
Load the Ardunio with an empty sketch, and keep it powered on 
Touch the 3.3v wire repeatedly (3+ times) to the GPIO4/PIO4 connection hole on the Bluesmirf. This is a third of the way down one edge of the board.
Factory reset should now be complete - note I didn't see any indication lights during this process.


Then I could wire up the Bluesmirf as normal and use ‘Example code: Using Command Mode’ from https://learn.sparkfun.com/tutorials/using-the-bluesmirf to successfully enter command mode.