VRL should be connected to VSS. If you direct connect VRH to any of those supply voltages you´ll not be able to measure the window of one of those voltages, because, if the level changes (5V or 3.3V) the reference voltage will equality change, and you´ll not measure the right window.
Or even worse. Let´s suppose you connect VRH to 3.3V and you are measuring the window for 5V. If the 5V remains unchanged and 3.3V suffer some variation, you´ll detect a 5V window error but the cause was the VREF variation.
That´s why VREF on ADC´s is the key for measuring things. I suggest you to develop a voltage reference circuit to this part if it is a very important feature of your project.
Regards