We do not have an built-in setting to amend these fields in the membership login form yet. Thus, the only way to amend these fields is to use Custom CSS snippets.
Go to the page where the membership login form is, and add the below code to Page Settings > Other Scripts > Custom CSS of the Live Editor page
/** For the font link color **/
div.ws-plugin–optimizemember-pro-login-widget-lost-password > a {color: #f1f1f1;}
/** For the hover color **/
div.ws-plugin–optimizemember-pro-login-widget-lost-password > a:hover {color: #005580;}
Additional Tips:
Amend the color of the My Account and Logout link using the below code:
/** For the My Account link font color **/
div.ws-plugin–optimizemember-pro-login-widget-profile-summary-my-account > a {color: #f1f1f1;}
/** For the My Account hover link color **/
div.ws-plugin–optimizemember-pro-login-widget-profile-summary-my-account > a:hover {color: #005580;}
/** For the Logout link font color **/
div.ws-plugin–optimizemember-pro-login-widget-profile-summary-logout > a {color: #f1f1f1;}
/** For the Logout link hover color **/
div.ws-plugin–optimizemember-pro-login-widget-profile-summary-logout > a:hover {color: #005580;}
Note that if you want to change the font color, you just need to replace the #f1f1f1 and #005580 with your preferred color code.