A quick search of the Issue Tracker (searching on product="GDC" and keywords = "shortcut environment variable")
https://4js.com/support/issue/?product=GDC&stat=CLOSED&fixed_in=&words=shortcut+environment+variable&Search=Search#toggle-id-1 reveals that something works in this area.
I also discovered ...
http://4js.com/online_documentation/fjs-gdc-manual-html/#gdc-topics/c_gdc_ShWizard_shortcuts_and_environment_variables.html... which again suggest environment variables are resolved, however the list of variables it is applied too is interesting and probably points to where the actual issue is.
You are referring to the customLoginFile variable which is not in that list. The entries on the list are on the remote server, not local like customLoginFile and iconFilePath
It probably makes sense that the local file reference variables should also expand local environment variables. I suspect that others in same predicament have used mapped drives and only had one instance of icon / custom login box files rather than distributing onto every PC e.g. X:\my_custom_login.ui
I see a support case has been created so I will let that take its course. Could I ask that as part of that you submit a screenshot of what you were doing in step 2, I couldn't get that to accept a value that used an environment variable.
Thanks,
Reuben