I managed to fix translation in my lazy loaded module by adding BehaviorSubject to the JhiLanguageHelper service.
@Injectable()
export class JhiLanguageHelper {
    renderer: Renderer2 = null;
    private _language: BehaviorSubject<string>;
    constructor(
        private translateService: TranslateService,
        private rootRenderer: RendererFactory2,
        private findLanguageFromKeyPipe: FindLanguageFromKeyPipe,
        private titleService: Title,
        private router: Router
    ) {
        this._language = new BehaviorSubject<string>(this.translateService.currentLang);
        this.renderer = rootRenderer.createRenderer(document.querySelector('html'), null);
        this.init();
    }
    getAll(): Promise<any> {
        return Promise.resolve(LANGUAGES);
    }
    get language(): Observable<string> {
        return this._language.asObservable();
    }
    updateTitle(titleKey?: string) {
        if (!titleKey) {
             titleKey = this.getPageTitle(this.router.routerState.snapshot.root);
        }
        this.translateService.get(titleKey).subscribe((title) => {
            this.titleService.setTitle(title);
        });
    }
    private init() {
        this.translateService.onLangChange.subscribe((event: LangChangeEvent) => {
            this._language.next(this.translateService.currentLang);
            this.renderer.setAttribute(document.querySelector('html'), 'lang', this.translateService.currentLang);
            this.updateTitle();
            this.updatePageDirection();
        });
    }
    private getPageTitle(routeSnapshot: ActivatedRouteSnapshot) {
        let title: string = (routeSnapshot.data && routeSnapshot.data['pageTitle']) ? routeSnapshot.data['pageTitle'] : 'hcmGatewayApp';
        if (routeSnapshot.firstChild) {
            title = this.getPageTitle(routeSnapshot.firstChild) || title;
        }
        return title;
    }
    private updatePageDirection() {
        this.renderer.setAttribute(document.querySelector('html'), 'dir', this.findLanguageFromKeyPipe.isRTL(this.translateService.currentLang) ? 'rtl' : 'ltr');
    }
}
And you subscribe to the BehaviorSubject in your module like this.
export class YourModule {
    constructor(private languageService: JhiLanguageService, private languageHelper: JhiLanguageHelper) {
        this.languageHelper.language.subscribe((languageKey: string) => this.languageService.changeLanguage(languageKey));
    }
}