The following can help you better understanding where the problem is.
Browse the Nios sw library and locate the file ipnet.c. It should be in:
<altera_directory>\nios2eds\components\altera_iniche\UCOSII\src\ip
Look for the pktdemux() function and place a breakpoint here.
Compile the whole project and bsp in debug mode and start a debug session.
Your code should hit the breakpoint whenever an ethernet packet is received.
At this point you can follow the execution and find out where it fails.
For a ping packet, the flow should lead to the entry: case ARPTP
If pktdemux is not reached at all, you have a problem at a lower level.
Are you using tse, isn't it? Then you can place a breakpoint in tse_mac_rcv()
(file ins_tse_mac.c) and check if execution at least gets here.
Another good method is using tse_mac_raw_send() to manually transmit a packet and check if it's actually transmitted, using any network analyzer program (i.e. WireShark)