redirect wp-admin/profile.php to members/your-profile

You might be able to use the edit_profile_url filter:

add_filter( 'edit_profile_url, 'wpse419568_user_profile_redirect', 10, 3 );
/**
 * Filters the URL for the user profile.
 *
 * @param  string $url     The profile URL.
 * @param  int    $user_id The user ID.
 * @param  string $scheme  The URL scheme (eg http, https, login, etc.).
 * @return string          The filtered URL.
 */
function wpse419568_user_profile_redirect( $url, $user_id, $scheme ) {
    // Don't change the URL for admin users.
    if ( ! current_user_can( 'manage_options' ) ) {
        // Assumes that the profile URL uses the User ID. Adjust to suit
        // your site's use case.
        $url="/members/profile/" . absint( $user_id ); 
    }
    return $url;
}

Note: This code is untested and comes with no guarantee it will work. It’s meant as a starting point, not a finished solution. Test it on a disposable / test site first.