Prevent redirect on custom wordpress login form

Had the same issue. This fixed it for me.

add_action( 'wp_login_failed', 'my_front_end_login_fail' );
function my_front_end_login_fail( $username ) {
     $referrer = $_SERVER['HTTP_REFERER'];
     if ( !empty($referrer) && !strstr($referrer,'wp-login') && !strstr($referrer,'wp-admin')     ) {
          wp_redirect( $referrer . '?login=failed' );
          exit;
     }
}