The VE-22's PITCH CORRECT function does not support custom scales. You can set the SCALE parameter to either CHROM (CHROMATIC), which corrects the pitch in semitones, or KEY, which corrects the pitch to match the notes in the key of the song (C/Am–B/G♯m).
Note that if your song contains notes outside the set key, the PITCH CORRECT function will correct them to the nearest note within the key.