application_controller.rb

# app/controllers/application_controller.rb

class ApplicationController < ActionController::Base
  before_filter :set_locale

  protect_from_forgery

protected

  def set_locale
    # RouteTranslator already assigned a locale to I18n.locale
    # Include here some logic to tweak it
    # .
    # .
    # .
  
    # Save in request env so middlewares can use it.  
    request.env['app.current_locale'] = I18n.locale.to_s
  end
end

devise.rb

# config/initializers/devise.rb

# Use this hook to configure devise mailer, warden hooks and so forth.
# Many of these configuration options can be set straight in your model.
Devise.setup do |config|
  # ==> Warden configuration
  # If you want to use other strategies, that are not supported by Devise, or
  # change the failure app, you can configure them inside the config.warden block.
  #
  config.warden do |manager|
    manager.failure_app = Devise::TranslatedFailureApp
  end
end

Route_translator_and_devise.md

RouteTranslator gem is wrapping the current locale assignment in an around_filter set_locale_from_url and then resets it to the previous value.

Devise has a FailureApp to deal with unauthenticated requests, and it uses I18n to build the flash message and the redirection URL. But at that stage, the I18n default locale is set and the messages and URL are not localized in the context of the request (i.e. if the request URL is in French, and the default locale of the app is English, Devise will redirect to the English URL with an english flash message).

This is a solution for propagating the application locale to the the Devise middleware.

translated_failure_app.rb

# lib/devise/translated_failure_app.rb

module Devise
  # Failure application that will be called every time :warden is thrown from
  # any strategy or hook. Responsible for redirect the user to the sign in
  # page based on current scope and mapping. If no scope is given, redirect
  # to the default_url.
  class TranslatedFailureApp < Devise::FailureApp

    def route(scope)
      if locale_supplied_by_app?
        "new_#{scope}_session_#{app_locale}_url"
      else
        super(scope)
      end
    end

  protected

    def i18n_options(options)
      hash = super(options)
      if locale_supplied_by_app?
        hash.merge(locale: app_locale)
      else
        hash
      end
    end

    def locale_supplied_by_app?
      app_locale.present?
    end

    def app_locale
      @app_locale ||= env['app.current_locale']
    end
  end
end

Thanks for the gist!
It looks like mistake in this line: https://gist.github.com/frahugo/705b0854126eb3ae7565#file-translated_failure_app-rb-L34
I guess it should be request.env['app.current_locale']