A customer was told to check their email, but no reset email came

First check that what they typed is really an account. While Stop somebody after too many wrong passwords is on, the lost-password form answers a username or email address that is not an account as it answers a real one, on wp-login.php and on WooCommerce's My Account page: it says the email is on its way, and sends nothing. That is what stops a machine using the form to sort its list into your real customers and the rest, and it means a customer who mistyped their address is told the same thing.

Look them up under Users → All Users. If they have an account, send them a reset from there, and if that does not arrive either, the email may be in their spam folder or your site may not be sending email at all.