Dr.Newbie on "AJAX Login: Include link in 'lostpassword'-message"

Hi everyone! I'm a wordpress / php newbie and need some help:

I'm using the Ajax Login on my WP project. It works great but I have a simple (and very general) php / ajax question. There is this part of the code:

$user_signon = wp_signon( $info, false );
    if ( is_wp_error($user_signon) ){
        echo json_encode(array('loggedin'=>false, 'message'=>__('NO SUCCESS')));
    } else {
        echo json_encode(array('loggedin'=>true, 'message'=>__('SUCCESS')));
    }

I'd like to include a link in the array something like:

NO SUCCESS <a class="lost" href="<?php echo wp_lostpassword_url(); ?>"><i class="retinaicon-remove"></i> FORGOT YOUR PW?</a>

I'm sorry, I really don't know how to include a link (and an icon) in the array. Can anybody help? Here is the complete Code:

function ajax_login_init(){

    wp_register_script('ajax-login-script', get_template_directory_uri() . '/ajax-login-script.js', array('jquery') );
    wp_enqueue_script('ajax-login-script');

    wp_localize_script( 'ajax-login-script', 'ajax_login_object', array(
        'ajaxurl' => admin_url( 'admin-ajax.php' ),
        'redirecturl' => home_url(),
       'loadingmessage' => __('VERIFYING...'),

    ));

    // Enable the user with no privileges to run ajax_login() in AJAX
    add_action( 'wp_ajax_nopriv_ajaxlogin', 'ajax_login' );
}

// Execute the action only if the user isn't logged in
if (!is_user_logged_in()) {
    add_action('init', 'ajax_login_init');
}

function ajax_login(){

    // First check the nonce, if it fails the function will break
    check_ajax_referer( 'ajax-login-nonce', 'security' );

    // Nonce is checked, get the POST data and sign user on
    $info = array();
    $info['user_login'] = $_POST['username'];
    $info['user_password'] = $_POST['password'];
    $info['remember'] = true;

    $user_signon = wp_signon( $info, false );
    if ( is_wp_error($user_signon) ){
        echo json_encode(array('loggedin'=>false, 'message'=>__('NO SUCCESS')));
    } else {
        echo json_encode(array('loggedin'=>true, 'message'=>__('SUCCESS')));
    }

    die();
}