Redirect away from login page

The login_init hook is the first one to be called in wp-login.php, so try hooking into it instead.

function redirect_invalid_login()
{
    global $error;

    if( $error )
    {
        wp_redirect( get_bloginfo( 'url' ) . '/client-login/?message=6' );
        die();
    }
}
add_action( 'login_init', 'redirect_invalid_login' );

If that doesn’t work, please provide more details.