I do not know to which part of the deeplink documentation you are referring, but if you do not set the boolean to allow guests you should first get the login form automaticly before the deeplink. Are you sure you have called the DeepLinkHome flow on every roles homepage?
If this is the case and you still got problems could you tell us if you are allowing anonymous users? Because that makes the setup most of the time a little more difficult.
Regards,
Ronald