Hi  @joss,
Please try the following:
 – From the admin panel, go in Loco Translate > Themes
 – Select “Gwangi”
 – Select “French (France)”. If you don’t see it, click on “New language” to create it.
 – Click on the “Sync” button and wait for it to finish
 – In the “Filter translations” box, type “Lost” and you should see the “Lost your password” text appear in the results
 – Click on the text and translate it to your liking
 – Click on the “Save” button
After that, the “Lost your password” button should be translated.
Best regards,