Hi Mike,
I have the same setup except UNO. I am using Arduino Leonardo. Here is the example code that I am able send AT commands and get feedback from Wi-Fi module:
void setup() {
// put your setup code here, to run once:
Serial1.begin(115200);
Serial.begin(115200);
}
void loop() {
// put your main code here, to run repeatedly:
while (Serial1.available()){
Serial.write(Serial1.read());
}
while (Serial.available()){
Serial1.write(Serial.read());
}
}
Edit: Wi-Fi module is connected to UART. Also if you are using UNO you may want to define one of your digital ports as your own serial port, as you have only 1 serial available. https://www.arduino.cc/reference/en/language/functions/communication/serial/.