multisite

This is also true using %actualpage%. The redirect should include the full URI and not just the path.

From wp_login_url:

URL to redirect to on login. Must be absolute.

For my sites using #bawloginout#%actualpage% I changed line 23 of inc/frontend-noajax.inc.php:

$item_redirect = network_site_url( $_SERVER['REQUEST_URI'] );

I just realized that if you try to redirect to a domain other than the one you use to log in, WordPress ignores it and brings you to the Dashboard. ??

This is how I solved the problem in my version of the plugin:

I replaced all occurrences of $_SERVER['REQUEST_URI'] with my_site_url( $_SERVER['REQUEST_URI'] )

I added these two functions:

function my_site_url( $path ) {
	return '//' . $_SERVER['HTTP_HOST'] . $path;
}

function my_allowed_redirect_hosts( $hosts ) {
	$allowed_hosts = array(
		'domain.com',
		'www.domain.com',
		'sub1.domain.com',
		'sub2.domain.com',
		// etc
	);
	return array_merge( $hosts, $allowed_hosts );
}
add_filter( 'allowed_redirect_hosts', 'my_allowed_redirect_hosts' );

I moved the plugin to the mu_plugins directory so it will not be overwritten by updates.

A further refinement—

function my_allowed_redirect_hosts( $hosts ) {
	$sites = wp_get_sites();
	foreach( $sites as $site ) {
		if( !in_array( $site['domain'], $hosts ) )
			$hosts[] = $site['domain'];
	}
	return $hosts;
}