Problem:
The user is using the forgot password shortcode in a subsite of a multisite.
The process is meant to redirect to a specific page, but it does redirect to the main site of the multisite.
Solution:
the redirect domains needs to be configured on the main site of the multisite. I confirmed that on my testing site using subdomains. And on your website where there is a mapped domain. For that, I had to enable Toolset Blocks on the main domain.
Enabling Toolset Views or Toolset Blocks is, actually, a requirement for these redirects to work properly. We have updated our documentation to reflect this.