RJ12 HXF300 pin outs:

For some HXF300s, the RS485 pin out of yellow and orange works (yellow(5) to orange+ and orange(3) to yellow-), 

but for some it should be yellow and green (yellow(5) to orange+ and green(4) to yellow-).

 

My USB to RS485 converter has + on an orange wire, and - on a yellow wire.

Additionally, if 9600 baud doesn't work (8N1), try 4800 baud.