Fix password reset behavior when using PMPro login page on WP Engine hosting.

my_pmpro_fix_wpelogin.php

<?php

// Copy from below here...

/*
 * In addition to adding this code to your site, note that
 * WP Engine also has aggressive caching that your login page
 * should be excluded from, especially if you experience issues
 * with your login page.
 * https://wpengine.com/support/cache/#Cache_Exclusions
 */

/**
 * Add wpe-login parameter when sending lost password email.
 */
function my_pmpro_fix_wpe_lostpass( $url ) {
	$url = add_query_arg( 'wpe-login', true, $url );
	return $url;
}
add_filter( 'lostpassword_url', 'my_pmpro_fix_wpe_lostpass' );

/**
 * Add wpe-login parameter when resetting password.
 */
function my_pmpro_fix_wpe_resetpass( $url, $path ) {
	if ( strpos( $path, 'action=resetpass' ) !== false && strpos( $path, 'wpe-login=true' ) === false ) {
		$url = add_query_arg( 'wpe-login', 'true', $url );
	}
	return $url;
}
add_filter( 'site_url', 'my_pmpro_fix_wpe_resetpass', 10, 2 );