Replace wp-login.php in WordPress emails to a custom login page via it's slug/permalink.

change-wp-login-in-email.php

<?php
/**
 * Replace wp-login.php with a custom slug in all WordPress emails where it's generated.
 * Add this code to a custom plugin or a child theme's functions.php
 */
function my_replace_wp_login_in_emails($args) {
    // Check if the message contains 'wp-login.php'
    if (strpos($args['message'], 'wp-login.php') !== false) {
        // Replace 'wp-login.php' with 'my-login'
        $args['message'] = str_replace('wp-login.php', 'my-login', $args['message']); // change my-login to the slug of your choice
    }
    return $args;
}
add_filter( 'wp_mail', 'my_replace_wp_login_in_emails' );