Copy and paste following codes on your child theme’s functions.php file. Change the page-slug into you custom login page’s slug.

//Redirect to a different login page instead of WPCFE dashboard login
add_action( 'template_redirect', 'custom_login_redirect' );
function custom_login_redirect() {
	global $post;
	if ( $post->ID == wpcfe_admin_page() && ! is_user_logged_in() ) {
		wp_redirect( home_url('page-slug'), 301 ); 
		exit;
	}
}