Have you tried to search for RTT related configurations in menuconfig?
A good place to start is by enabling CONFIG_USE_SEGGER_RTT. That adds RTT as a logging backend.
In addition, you could try to enable CONFIG_RTT_CONSOLE to display console messages on RTT.
Note that these settings do not remove UART as a backend for either the logging or console.
Also, if your project consists of multiple images (such as MCUBoot or SPM + your application), you have to change the settings for each image you want to change.
If you are talking about the AT commands going through the at_host library, there is no simple way of getting that output (and input) to RTT, as the library uses UART directly, not Zephyr's console or logging interface.
