Arduino Nano + HC-05 AT not working
The baud rate will change to 38400 due to this portion of the code ran upon startup:

// If you haven't configured your device before use this'
'#define BLUETOOTH_SPEED 38400 //This is the default baudrate that HC-05 uses'
'// If you are modifying your existing configuration, use this:'
'// #define BLUETOOTH_SPEED 57600

Have you made sure your Bluetooth and serial baud rates are matching? What is the output of your setup() method from Step 2 of the instructions?