The "exception handling (https://www.altera.com/ja_jp/pdfs/literature/hb/nios2/n2sw_nii52006.pdf)" chapter of the "Nios II Software Developer’s Handbook" covers this very thoroughly. This doc also refers to the "Vectored Interrupt Controller Core" chapter of the "embedded peripherals ip user guide (https://www.altera.com/content/dam/altera-www/global/en_us/pdfs/literature/ug/ug_embedded_ip.pdf)", which has further guidance.
If you've not found these two docs then you now have them. They cover the behaviour of Nios' interrupt system very thoroughly and have various examples - some more helpful than others.
Hope they help.
Cheers,
Alex