It doesn't sound like you're using the component editor/builder to create your new component(s). You should give it a try.
Also, I'm not sure that Avalon supports connecting a _bus_ of interrupts. What you can do is connect a single "irq" signal to Avalon and then create a status register, containing information about which device (external or internal) caused the interrupt. If that won't work, for you, you should consider a different design architecture....perhaps, splitting it up into smaller components?
Best of luck!
- slacker