You modify QSYS : manually change base addresses for your Qsys component. QSYS can do this semi-automatically (menu ...). Why not.
Did you regenerate Qsys ? YES, I think
Did you recompile the whole project.
I had similar when my Qsys was NOT in the root directory of my project (Nios II recognize an old qsys).
Did you regenerate the associated BSP in NIOS II SBT ? In order to update the system.h (where "#define PIO_LED_BASE (0x02000008)"). I think your problem is here
In your software, how do you write to your PIO ?
by IOWR...(0x02000000, data)
or IOWR_...(PIO_LED_BASE, data)
You can let Quartus decide for base addresses except for Flash memory that should be locked at address 0x0000. Easier.