As far as I know, you cannot force deeplink to use a specific login page. However, you are able to make changes to layout/style of the default login page it generates.
The default login form uses the ui/theme-default/login.css file, and you can modify this and add it to your custom theme to modify the style to match your own theme.
You also mention anonymous users in your post - if you really mean anonymous user access enabled, rather than users who have not logged in, note that you can enable anonymous access to deeplinks.
Please note: The solution suggested by Nikel seems to be a possibility too
In the version of the Deeplink module I am using there is a constant called LoginLocation which you can change to the page where the loginpage you want to use can be found. This should exactly what you are looking for.