HC-05 Bluetooth module not responding to certain commands
The answer is in the HC-05 documentation: 
you have to make sure the Key34 is connected to Vcc when sending some AT Commands. 
simply hold your button down while pressing ENTER in your terminal. 
http://www.instructables.com/files/orig/FKY/Z0UT/HX7OYY7I/FKYZ0UTHX7OYY7I.pdf