I don't know what exeption_stack_memory_region_name and interrupt_stack_memory_region_name.
As for the reset and exception vectors, the exception vector should be set to a RAM (either onchip or external SDRAM). You don't need to worry about the reset vector as long as you are using JTAG to upload your software. The day you will want to flash the software and have the Nios CPu load it at startup, then you will have to make the reset vector point to the bootloader (either the epcs_flash_controller if you want to put the software in the EPCS or the CFI flash if you'd rather have the software there).