Bind
is a bash built-in command. It is nothing to do with vim. PgUp and PgDown is used by vim on the most usual way, and You cannot show bash command history in vim. Actually You can, but it seems to be pointless to me.
If I know well the best place for key-bindings for bash is the ~/.inputrc file. I added your lines to it
"\e[5~": history-search-backward
"\e[6~": history-search-forward
And it works well! But the "standard" way is the up and down arrow for these.
Please describe what is your goal!
ConqueTerm interprets "\e" (escape) before bash does. This is why this would not work.