Some links appear under the form on every login screen: back to your site, back to the login form, and to the password reset. Change their wording once here, and it applies to all the screens.

Settings
- “Go to site” link: WordPress says “← Go to Site name“. Use
{site_name}for your site’s name. - “Log in” link (on the other screens): the link back to the login form, shown on the registration and password screens.
- “Lost your password?” link: the link to the password reset screen.
Leave a field empty to keep WordPress’s wording. To hide a link altogether, use Elements & Behavior.
Change the wording
- Type the new text.
- Click Save changes, then preview any of the screens.

See also Login Form Texts and Elements & Behavior.
Get the plugin: All-in-One Utilities is free, so you can add it to any site. Then, when you need more, its premium add-ons add extra features.