Hey Seb.,
I actually just ran into the same exact problem a few hours ago. Here's the fix for it (looks like my OLD school coding came in handy after year 2000 after-all, lol).
<a href="/wp-login.php">You have to login to continue.</a>
is your intended target. You have to take off the quotes and use ../ go "up" the number of levels necessary to reach your wp-login.php file at the root directory (or wherever your Wordpress standalone is currently located.)
Take a look at my example, I hope it helps you:
I pasted:
<a href=../../../../subscribesupport>Upgrade Here</a>
and this is what is linked when rendered to the no-access portion:
<a href="http://unworldlife.com/subscribesupport">
Please note that for some odd reason UAM is actually adding on the URL to the Post, prior to your actual /wp-login.php, and this is the key reason for needing to use the "../".
Once again, I hope this works out for you, it immediately fixed the issue on my site.
Cheers,
Jamal the Un Reaper