I want to write about the escape sequence when you are in data mode.
Data mode is achieved when you send AT+CIPMODE=1 and then AT+CIPSEND, at this moment everything received in pin RX pin is sended by wifi and everything received by wifi is sended to pin TX. To switch to command mode you have to send the escape sequence +++, but you have to wait a second without sending anything before and after sending that sequence.
I recorded a video showing that behavior.
Regards.