Localizing login error messages

I’m using Theme My Login on my site which runs in English (default) and French. When a user attempts to login from the French page and does something like enter their password incorrectly the page gets served English error messages. The messages are confirmed to be coming from /wp-includes/user.php but are not picking up the translations from the .mo file. Do you have any advice on how to make this work? I have translations working from other .mo files but can’t seem to get them to work with the standard WordPress strings.

Thanks

https://wordpress.org/plugins/theme-my-login/