That is not possible with non persistent objects because those only live client side. But why doing it the hard way? If a deeplink is only for non anonymous users Mendix already does the hard part. You homepage only needs to be a microflow that checks if there is a pending link before opening the regular homepage. So somebody clicks the deeplink. Deeplinks sees that the user needs to be logged in and shows the login page. Homepage microflow is triggered sees that there is a pending link and execute that one instead of going to the home page.
As Ronald said, if you are trying to Deeplink in with a login challenge to the user before they get to the Item page, the Deeplink module will handle that one out of the box.
If you are trying to show the item page to the user anonymously and then, when they click the login link, pass in the item id, I think you can do that as follows:
Hope that helps,
As I mentioned in a comment, the Java API does have an option when initializing a new session to copy data from the old session by providing the old session ID:
Would require some Java to whip up a test.