User can not login

I think the wp_signon() function is unable to set the login cookies because you are calling it after the page headers have being sent.

Try moving your auth code out of dlf_process() and into a separate function like this:

function dlf_login() {
    if ( isset( $_POST['dlf_submit'] ) ) {
        dlf_auth( $_POST['login_name'], $_POST['login_password'] );
    }
}
add_action( 'after_setup_theme', 'dlf_login' );