Ah I'm an idiot, I just found the comment code where you say the templates can just be copied to theme.
But specifically I want control of the placement of the error messages, for reasons of accessibility.
I want to place each error message immediately below the form element which failed. This allows a blind user who's using the arrow-down key to catch the error message before proceeding.
Also, I want, in the case that the page must reload, such as failed login, to set focus to the error message:
<a href="#" class="assistive-text foci">Error</a>
Your login failed. Please try again.
I could probably fix most of it with a form validation script?
And if I delete 'template->the_errors();' from each page?
But it would appear that the entire page reloads when there's an error? Is it so? This would make a blind user unhappy, especially if a client stuck the login in the wrong place on the sidebar (bottom).
Which brings me back to the beginning, which is, can I just include the whole thing in my theme, so that I can disable that widget and write the login form directly into the theme? Making it a widget makes it possible for the admin to do something stupid like put it at the bottom.