Check your index.html and fix the cookie
<script>
if (!document.cookie || !document.cookie.match(/(^|;)originURI=/gi))
document.cookie = "originURI=/index.html";
</script>
see also https://forum.mendix.com/questions/9231/OriginURI-cookie-script-in-indexhtml
The ForgotPassword module requires that you enable anonymous users in order to serve up the password reset pages. if you haven't done that, the ForgotPassword module won't work.
Once enabled (Project Security -> Anonymous users) , set the Anonymous user's default home page to your ForgotPassword login page. Now, instead of seeing a login page, unauthenticated users will see the Anonymous/Guest home page.