There are no links that I was able to find. You have a very simple site (which I love) and not a lot of places to look for such a link, so that was easy! I can only think of one thing, and I could be completely wrong, so you'll have to test this. Normally I would, but I have no time today to do so.
Maybe they are waiting too long to checkout??? Since you have it going directly to COWOA and not the login page, they might have been going through the checkout process, then stopped for whatever reason, but then when they tried to proceed, too much time had passed and Zen sent them back to the login page. You could fix this by removing the password fields/returning customer section and the create account sections from the login page completely. Then change the wording of the COWOA section to just say something like "Checkout" instead. Something like in the attached thumbnail below.
There is probably a better way though. I'm sure somehow you could have them sent back to the no_account page rather than the login page by tweaking code somewhere in Zen. Probably in the includes/modules/pages/time_out/header_php.php page, but I wouldn't know how to go about that. You could also try going to includes/filenames.php and changing define('FILENAME_LOGIN', 'login'); to define('FILENAME_LOGIN', 'no_account'); but please test that first. I usually test things first before I suggest them to you guys, but I just can't do it today.
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