Hi
In MQX user guider ,section 3.9 describes the interrupts and exceptions in MQX.
The interrupts are still nested on Cortex-M4. MQX itself uses a timer interrupt for BSP tick (5 ms), and many IO drivers use interrupts as well, such as for example serial UART driver or SPI driver, Ethernet, USB, etc.
The priorities of these interrupts are assigned by the MQX driver, they are BSP dependent.
MQX also provides a way to bypass MQX kernel with a kernel isr.
More details, please read MQX user's Guide, 3.9 Handling Interrupts and Exceptions.
Regards
Daniel