I don’t think your understanding of the location of the MSI-X vector table is correct.
The vector table is not placed inside the PCIe IP (hard or soft). Instead, the application has to present it behind the application interface (probably Avalon ST), and the values you enter in the MegaWizard for the address offsets and BARs denote your application’s expectations of those accesses.
Your application must be aware of the data written by the OS/driver to the given address ranges anyway, as it needs it for sending out the proper MSI-X messages.
The only job that the MegaWizard will do is implement the MSI-X Capability Structure including the control registers, so that your device will be recognized by the OS/driver as MSI-X capable and controllable. Before you are allowed to issue MSI-X writes, you have to make sure you are allowed to do so by polling cfg_msixcsr. This is done by the OS only when all entries of the MSI-X table have been written, i.e. are known to the application so that successive MSI-X write accesses can hit the right target (interrupt number).