With the AT command, verify two things for me:
You are using the /INTERACTIVE switch
This will allow you to see the command as it runs. Use your test batchjob, and put a PAUSE command in it. For example, it would be useful to see, if you're doing DEL *.*, that the prompt "Are you sure (Y/N)?" does not appear.
You are specifying the FULL PATH to the batchjob
On my system, the command would not run otherwise
Elaborating on Interactive mode, if indeed you are not seeing an ERROR result (after the run time, you type "AT" alone, and see no status), perhaps the process is stuck in memory. Remember to remove any pauses. Since non-interactive tasks are harder to kill (task manager won't do it) you would have to resort to something like the NT4 Resource Kit "KILL.EXE" to stop the ProcID.
Good luck.