Right now there is a link and I am using a plugin for a modal box and I would like to change the link in the code.
Where is the html and php file with the code located?
I have looked in my theme files, but comments.php do not contain the code I need to change.
Can I hack it via functions.php hook?
the link is called from within comment_form() (/wp-includes/comment-template.php line 1539) :
'must_log_in' => '<p class="must-log-in">' . sprintf( __( 'You must be <a href="https://wordpress.stackexchange.com/questions/71100/%s">logged in</a> to post a comment.' ), wp_login_url( apply_filters( 'the_permalink', get_permalink( $post_id ) ) ) ) . '</p>',
and uses wp_login_url() (/wp-includes/general-template.php lines 224+) which uses a filter on its return:
return apply_filters('login_url', $login_url, $redirect);
you might be able to add a filter function to functions.php of your theme, to influence the link;
example:
add_filter( 'link_url', 'wpse_71100_linkchanger');
function wpse_71100_linkchanger( $link ) {
/*whatever you need to do with the link*/
return $link;
}