I've fixed my problem, but in a rather convoluted way, and I'd be grateful if someone could explain how to do it properly.
Here's what I did.
Step 1) In the nios2 shell in Windows, changed directory to the /Debug directory in the nios2 IDE that held the C application for cpu2.
SOPC Builder>nios2-download -g <cpu2 code>.elf
... loads and runs stand-alone C application happily in cpu2
Step 2) Copied the zImage for uClinux (that I'd made on my Linux box following Hippo's wiki) into the /Debug directory in the nios2 IDE that I'd already used to test a stand-alone C application running in cpu1. Then, in this directory,
SOPC Builder>nios2-download -g zImage
... loads ok
SOPC Builder>nios2-terminal
... uClinux running ok in cpu1
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