The nios2ecos repository contains instructions on how to get libstdc++ C++ STL and POSIX threads exceptions working.
The advantage of the Nios eCos HAL on repo.or.cz/w/nios2ecos.gitis, in short, that it has a community & commercially friendly license and that it works with any combination of Quartus and eCos versions.
This eCos repository is essentially what ships with Quartus 5.x, but it has been been extracted from the Quartus 5.x installation so as to allow to work with any version of Quartus. Also this Nios eCos HAL has been separated from the eCos repository, so it can work with any version of eCos.
The advantage of this version of the Nios eCos HAL is that it has the eCos license which makes it community friendly. (The source files itself need to be updated, patches gladly accepted, post them to mailing list on www.ecosforge.net).
Note that you will also find an eCos driver for Nios implementation of the www.opencores.org Ethermac 10/100 mBit MAC on these pages. The ethermac has a smaller footprint/complexity than the full TSE SGDMA implementation(for which there is no community eCos driver available). TSE SGDMA is, perhaps, a bit of an overkill for your typical eCos applications and there exists good uClinux drivers for TSE SGDMA...