If you check out the source, you find the following actions related to the modifications of the navigational menus:
Update:
/**
* Fires after a navigation menu has been successfully updated.
*
* @since 3.0.0
*
* @param int $menu_id ID of the updated menu.
* @param array $menu_data An array of menu data.
*/
do_action( 'wp_update_nav_menu', $menu_id, $menu_data );
Create:
/**
* Fires after a navigation menu is successfully created.
*
* @since 3.0.0
*
* @param int $term_id ID of the new menu.
* @param array $menu_data An array of menu data.
*/
do_action( 'wp_create_nav_menu', $_menu['term_id'], $menu_data );
Delete:
/**
* Fires after a navigation menu has been successfully deleted.
*
* @since 3.0.0
*
* @param int $term_id ID of the deleted menu.
*/
do_action( 'wp_delete_nav_menu', $menu->term_id );
I wonder if you mean these hooks?