I think we have a similar question, I was searching for an answer to my question when I came across yours. To make sure I have you right, and make this question bump up in the search rankings, you're (likely) wanting to have your SP redirect you to a specific URL after login. What is your Stack setup? Apache?
If you look at the Shibboleth documents - specifically:
https://wiki.shibboleth.net/confluence/display/SHIB2/NativeSPSessionInitiator
and
https://wiki.shibboleth.net/confluence/display/SHIB2/NativeSPContentSettings
and
https://wiki.shibboleth.net/confluence/display/SHIB2/NativeSPSessionCreationParameters
you will find that there is a "Location" attribute and a "target" attribute which may meet your needs.
Location (relative path)
The location of the SessionInitiator (when combined with the base handlerURL). This is the location to redirect to when manually initiating a session using the query string protocol.
target (URL) (Version 2.4 and Above)
Allows the resources to return to after SSO to be "locked" to a specific value, even when running as a result of active protection of other resources. In other words, this value overrides the actual resource location when SSO redirection is automatic, including initial access and after a timeout.
In theory you should be able to add these to your configuration. For me I need to figure out how to do this dynamically so if a file is clicked on, after logged in you're re-directed back to it.