Add Note to Lost Password within Login Shortcode

I have noticed all my attempts to reset my passwords send the password reset link to my spam folder.

I would like to add a note to my lost password page (/login/#lostpassword) reminding users to check their spam folder if they do note receive the said email. I am using the [ms-membership-login] shortcode on this page.

I looked into the shortcode options on the help page but was not able to find a code that would allow me to add a message.

Any thoughts on the best way to go about this?