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Clicking attachment link prompting user to login again

I am having an issue in my org surrounding attachments and SSO login.  I have a custom link that is used to redirect the users when logging in through SSO.  When an attachment is added to an object, it saves the attachment to a location using the default url, and when a user clicks this they are directed to the login page instead of it redirecting to the sso unique url.  Is there a way to solve this issue?
It worked in the sandboxes, but the sandboxes didn't use a custom url like prod environment does.  I believe it is the difference in URLs that is causing the issue.
Any help is appreciated.