Hi,
There is no option in HikaShop for that.
What I would recommend is to create a small system plugin like we did with the Hikashop Registration Redirect Plugin. That way, you can redirect the Joomla login page to that 3rd party login page, regardless of where you're coming from. That's the cleanest way to do it.
Of course, you could also change the line:
$app->redirect(JRoute::_($url.'&return='.urlencode(base64_encode(hikashop_currentUrl('',false))),false));
in the file components/com_hikashop/controllers/user.php to redirect to that URL instead only for HikaShop, but I don't recommend it. For one thing, it's a hack of HikaShop, and second, it won't work for other extensions, or if your customer reach that login page directly.