Remove lost password form and URL

Hi Please try to use this in your functions.php it will redirect user to login form when user try to access lost password page:

add_action('init','possibly_redirect'); 
function possibly_redirect(){ 
   if (isset( $_GET['action'] )){  
     if ( in_array( $_GET['action'], array('lostpassword', 'retrievepassword') ) ) {
        wp_redirect( '/wp-login.php' ); exit;
     }
  }
}

Or Please follow below approach used from this answer answered here with some details based on comments of @Clarus Dignus

function disable_lost_password() {
    if (isset( $_GET['action'] )){
        if ( in_array( $_GET['action'], array('lostpassword', 'retrievepassword') ) ) {
            wp_redirect( wp_login_url(), 301 );
            exit;
        }
    }
}
add_action( "login_init", "disable_lost_password" );