In CoolRunner-II devices, VREF pins may be configured on any user I/O pin. If I do not specify these VREF pins, the CPLD Fitter will create them for me. However, when the "Lock Pins" process executes, these VREF statements are not written into the User Constraints File (UCF).
After implementing the design, inspect the GYD file (designname.gyd), at the bottom of the report, a section lists all VREFs used by the design.
They will have a format similar to the following:
CONFIG VREF = P23;
Copy and paste all CONFIG VREF statements into your UCF. Re-implement and verify that the statements are used by inspecting the pin-out section at the bottom of the fitter report.