You want to connect TVSS devices directly at the point of protection and across the points you want to protect as close as possible. This means between the protected pin and the local ground. Don't think of TVSS like shielding, the earth reference doesn't do much for these transients and they are functioning as separate systems. If your chassis is grounded, this gives you a pretty good layer of protection if the wondering static charged fingers need to touch that first. But if the static charged fingers dodge the chassis and go straight for the GPIOs and power pins, then the TVSS can offer some protection to the local area that the fingers come in contact with independent of any earth grounding.
There is no need for TVSS diodes or other active components between digital grounds, analog grounds, and earth grounds. Sometimes it is desirable to connect them with a resistor to allow some level of isolation for noise without allowing any of them to float off to some arbitrary voltage with respect to each other. Earth ground should never be used as a current carrying path in your circuit design whereas the digital and analog grounds typically are the return path for the respective circuits. I typically use a 1 MegOhm or larger resistor between earth and other grounds.