You can filter the Login URL:
add_filter( 'login_url', 'wpse100354_my_login_url' );
function wpse100354_my_login_url( $login_url ){
return site_url( '/your-login-url' );
}
Caveat: I haven’t tested this.
References
Codex
Source code
Adam Brown’s reference for login_url
filter
Trac page for wp-includes/general-template.php