Have you specified --type to nios2-bsp-create-settings? Here is what documentation (http://www.altera.com/literature/hb/nios2/n2sw_nii52016.pdf) for nios2-bsp-create-settings tool says:
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--type <OS name>: BSP type. Use ? or types to list available BSP types for this option. Use names to list the display names of available BSP types. For a Nios II DPX system, always set this argument to lwhal.
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Types available in your setup seem to be either hal or ucosii. The first one stands for Altera's Hardware Abstraction Layer. The former is µc/os-ii (
http://en.wikipedia.org/wiki/microc/os-ii).