It seems that you may be doing extra work with the menu link. All that should be needed is to:
1. Create a page with the shortcode
2. Assign that page to a menu location via the WordPress admin menus section
3. Assign that menu link a CSS class name from the WordPress admin menus section. (If you do not see the CSS class name, click on “other/help” in upper left hand corner).
4. Set the CSS class name used for the menu in the plugin settings as the “handle”. Note to include the “.”, example “.my-login-class”
Lastly make sure you are using clean URLs/pretty permalinks.