Is there a way to combine sof and elf files ?

as long as you use onchip memory this will work.

you can setup onchip memory to be initialized from an mif or hex file.

so if you alternate your program, update the mif or hex file, do a quartus compile and your sof will contain the new elf

this will not work if the elf stuff will be stored in external memory as this memory is not part of the sof file (sof is fpga only)

see nios forum, there some postings how to do that