There are multiple was to find filters:
-
Use an IDE (see Eclipse example), set WordPress as a separate project and search in this project for
apply_filters
ordo_action
. -
Get a program to search in all files of a directory (grep, Notepad++) and do the same search with that.
-
Read the source code. If you start with
wp_nav_menu()
and follow the functions called in its definition you will find the filters and actions you need.