in general the upload speed does not relate to the speed of the serial monitor.
As long as the upload with 115200 was successfull there is no need to change anything.
You just have to make shure the speed selected in the serial monitor equals the speed that is choosen in the serial.begin() of the sketch. Maybe you have to open the serial monitor before starting the upload to see anything happening right after the required manual reset (as you haven't connected GPIO0 and RST to the USB/serial converter) following the upload.
P.S.: why don't you start with simpler sketches that just want to be either client or accesspoint?