Wordpress wp-login redirecting to wrong url when using Forward Rewrite

You can filter redirects here is what i think will work for you

    add_filter( 'allowed_redirect_hosts' , 'my_allowed_redirect_hosts' , 10 );
function my_allowed_redirect_hosts($content){
    $content[] = 'blog.example.com';
    $content[] = 'codex.example.com';
    // wrong: $content[] = 'http://codex.example.com';
    return $content;
}

More Info about here https://codex.wordpress.org/Function_Reference/wp_safe_redirect

Copy the following code in your text editor CHANGE THE EXAMPLE HOST DOMAIN LINES and save it as allowed-host-plugin.php put in a folder called allowed-host-plugin and upload it to your plugins directory go to you plugins in admin and activate. That's it should work.

    <?php    
/*
Plugin Name: Allowed Host Plugin
Description: Site specific code changes for allowed host domains no admin change in code below
*/
/* Start Adding Functions Below this Line */
defined( 'ABSPATH' ) or die( 'No script kiddies please!' );

add_filter( 'allowed_redirect_hosts' , 'my_allowed_redirect_hosts' , 10 );

function my_allowed_redirect_hosts($content){
    // Add your allowed hosts below
    $content[] = 'blog.example.com';
    $content[] = 'codex.example.com'; 
    // wrong: $content[] = 'http://codex.example.com';
    return $content;
    }

/* Stop Adding Functions Below this Line */
?>