You're very welcome! Bollen (1989) is the best reference for that:
Bollen, K. A. (1989). Structural equations with latent variables (Vol. 210). John Wiley & Sons.
Page 259 shows the formula for the normalized residuals, which is simply the residual divided by its asymptotic variance. This formulation gives normalized residuals a scale that's similar* to that of a standard normal variable, and it's why a value of around |2| is recommended as a guideline.
HTH,
~Laura
*A caveat is that the asymptotic variance in the formula has been shown to be a bit high (Joreskog & Sorbom, 1988), so the scale of normalized residuals isn't exactly like a std normal variable, but rather a bit smaller. Still, the |2| guideline is used.
Laura C-S