It might be worthwhile quickly checking the basics again.
Check again that at WooCommerce > My Account Endpoints, The endpoint for Lost Password is lost-password, and Save settings.
Check that your My account page has the shortcode: [woocommerce_my_account] and that its this page that has been selected at WooCommerce > Settings > Accounts tab > My Account page dropdown. Make sure you haven’t got another My Account page in the bin.
Make sure enable registration on the My Account page is checked.
I’ve had a look at the markup for the lost password link. The link in the markup is the default wp-login.php? one. This means the link is going to the right place and we do not have a redirection problem. Rather, its the wrong link that’s there in the markup. This changes the problem a bit.
The function that changes the default link to the WooCommerce one is in plugins/woocommerce/includes/wc-account-functions.php, so make sure that file exists. If you can debug function wc_lostpassword_url() starting at line 24 that would tell us where its going wrong. var_dump(); the variable on each line to see whats happening. Check the output of the var_dump() in the page markup.
The other thing that could be happening is that the lostpassword_url filter is being hijacked by another plugin. I know you’ve tried uninstalling other plugins but that’s still a possibility. Some plugins don’t clean up after themselves fully.
If you are not able to debug the code, I think you’ll need to deactivate all plugins except WooCommerce again. Don’t uninstall them one-by-one, just deactivate them all except WooCommerce. If you get back to the point where you have just WP, Storefront and WC in your setup, and it still doesn’t work, then it looks like you have a corrupted or incomplete install and you’ll need to consider backing up what you can, deleting the lot and starting over with a fresh database and fresh downloads. It’ll probably take less time than you have invested so far. See if anyone else chips in but I thinks that’s what you’ll need to do.
I have WP, Storefront and WC and my lost password link is the right one!