Thanks for the pictures.
Really simple stuff first. The picture of the RS-232 - TTL converter shows a yellow and an orange wire emerging from GND and VCC. Are those connected to the Mega? The picture of the Mega shows a black and red wire connected to GND and VCC.
The voltages I'm curious about are those coming out of the command base. I think they can be probed on the underside of your converter. With the converter connected to the command base, can you measure the voltage between pin 5 and pin 2, and between pin 5 and pin 3? From what I can see on the internets pin 5 on your converter should be distinguished by a square solder pad.
And of course if everything is connected correctly, you should have continuity between pin 5 and your Mega GND.