Redirect Comment to Ultimate member Login page on "You must be logged in to post a comment".

ultimate-member-redirect.php

<?php
/**
 * Change Default Comment Login link to UM Login Page
 */
if ( ! function_exists( 'ywp_um_change_login_link' ) ) {
    function ywp_um_change_login_link( $defaults ) {
        if ( class_exists( 'UM' ) ) {
            $defaults['must_log_in'] = '<p class="must-log-in">' . sprintf( __( 'You must be <a href="%s">logged in</a> to post a comment.' ), um_get_core_page( 'login' ) ) . '</p>';
            
            return $defaults;
        }
    }
}

add_filter( 'comment_form_defaults', 'ywp_um_change_login_link' );