Lost password link on login page goes to root domain

Hi.

I have a membership site (https://verdigesmil.no/medlem/) that i want to block enirely if user is not logged in. I want the page the user sees, if user is not logged in, to be the default wordpress login.php I achieve this with the plugin WP Require Auth plugin.

The problem is that the lost password link on the login.php goes back to root domain (https://verdigesmil.no/wp-login.php?action=lostpassword) and not (https://verdigesmil.no/medlem/wp-login.php?action=lostpassword).

Is this intended wordpress functionality, or is this happening because of some plugin or theme?

Any suggestions on how to fix it?