Members I let in by their role cannot find where to sign in

Switch on Show a Sign in link on the page, under the roles on the Access screen. Your page then has a Sign in link at its foot, beside the password link, which goes to WordPress's sign-in page and brings them back to the page they asked for. Without it, nothing on your page leads to the sign-in page, and with WooCommerce the account page is behind your page as well. The screen suggests the link as soon as you tick a role other than Administrator.

Somebody who signs in with a role you have not ticked sees your page with one line saying they are signed in but the site is not open to their account yet, and a Sign out link, rather than a page that looks as if signing in did nothing.

If a plugin has moved your sign-in page to an address of its own, the link goes there, and everybody who sees your page can read that address. The Access screen says so, and names it, before you switch the link on.