The links are set in the /modules/mod_sclogin/helper.php file in the getPasswordAndProfileLinks method (around line 166). The three variables that get set are $this->forgotUsernameLink, $this->forgotPasswordLink and $this->forgotLink, depending on what the SCLogin 'Registration Component' is set to.
These values get used in the getForgotLinks method (line 482) for those links.
-Melissa