This thread is resolved. Here is a description of the problem and solution.
When I log out I get a message if I'm sure that I want to log out.
I've further investigated this issue with the Theme My Login plugin. Here are my findings.
1. The plugin is not on our compatibility list here.
2. I can see a few reports in our forum and from that, I can conclude that the problem that you are experiencing because this plugin is not working well with WPML.
In another forum ticket at the following link, the following was already written.
Problem: When I use the English version of the page, Theme My Login shows a menu link that redirects the user to a page, for example, Login or Register page.
When I use the Spanish translation and I try to access the links in the menu, the site is always redirecting me to the same page when I access to Login or Register page.
Solution: Theme My Login has many redirect options and filters that might interfere with WPML and it is not in our compatibility list.
A similar compatible plugin is the Clean Login plugin: https://wordpress.org/plugins/clean-login/ It's already in our official compatibility list (https://wpml.org/plugin/) and they provide a guide for its WPML configuration: http://codection.com/clean-login-wpml-compatibility/
3. On another forum ticket, I can see a problem that looks similar to the issue that you have.
In our internal documentation related to the above ticket, I can see that our compatibility team tried to contact the developers of the plugin. But they didn't cooperate with us on making their plugin compatible. Therefore, we have published an errata page with a suggested workaround for this issue.
You can see it here.
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