Wrong link after an error made while login

If a consumer (or a user) is doing a mistake during his login, an error message and a link appears on the page: “invalid email: lost your password ?”.
If he clicks on the link, he is redirected to the password recovery page. So far so good, except that he is directed to the default WordPress page instead of the new page created by Profile Builder.
The error message page contains the link xxx.com/xxaccount.php?action=lostpassword. To correct this, this would apparently require to modify a core page. And replace this link with another one who calls the Profile Builder Password Recovery page.
Is there not another way ?
Thank you for reading

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