If you're getting no lights on the gamepad hc05 then it's either dead or not getting power. Check to make sure you he red and black wires are tight against the pins on both the nano side and the hc05 side. Sometimes you'll get a jumper that doesn't grab. Also double check to make sure the right pins are connected. If still no lights send email to sup...@vorpalrobotics.com and we will ship out new hc05 modules.
To answer your question about programming them to pair ... It's complicated. But if you have no lights that's your issue.