If you want to set the completion URL as a custom one so that after completion of course user will be sent to this URL instead of the default LearnDash URL than can use the following available filter of LearnDash with WordPress.
You can set or change the priority of the filter execution as per your need or keep it as it is.
add_filter("learndash_course_completion_url", function($link, $course_id) {
//You can change the link here
return $link;
}, 5, 2);
You can set or change the priority of the filter execution as per your need or keep it as it is.