I decided to use an external voltage reference of 2.5 V on AN3 with LM385-Z-2.5.
Regarding the Texas Instrument datasheet of LM385-ADJ, and schematics / formula at page 2, figure 6, when using 5 V for VCC, R2 = R3 = 10 K, and when testing the output voltage at pin « + » of the regulator, without being connected to AN3 of PIC, I never obtain around 2.5 V. I only obtain 1.373 V.
it´s not clear how you wired it --> show a schematic. Hand drawn will do. But it should be complete with informations of power supply and ho/where you connected the DVM (both wires)
This already is a FIXED 2.5V voltage reference that does not need resistors to adjust the output voltage. It is preset to output 2.5V!
But you linked a datasheet to LM385-ADJ ... which is the ADJustable version of voltage references. With them you need resistors .. and to adjust the output voltage in a wide range.