How to redirect user after session timeout

You can filter the login_url:

add_filter( 'login_url', 'wpse103239_login_url' );
function wpse103239_login_url() {
    return 'your-login-url';
}

See also this answer for a bunch more options.

Reference

The login_url filter is mentioned in the Codex page for wp_login_url(), but there doesn’t seem to be a Codex page for the filter itself.