When there is no theme_location, then I guess, it falls back to wp_page_menu. So, in theory, you could filter into wp_page_menu
and modify the output.
<?php
//Use this filter to modify the complete output
//You can get an argument to optionally check for the right menu
add_filter( 'wp_page_menu', 'my_page_menu', 10, 2 );
/**
* Modify page menu
* @param string $menu HTML output of the menu
* @param array $args Associative array of wp_page_menu arguments
* @see http://codex.wordpress.org/Function_Reference/wp_page_menu
* @return string menu HTML
*/
function my_page_menu( $menu, $args ) {
//see the arguments
//Do something with $menu
return $menu;
}
//Use this filter to alter the menu argument altogether
//It is fired before creating any menu html
add_filter( 'wp_page_menu_args', 'my_page_menu_pre_arg', 10, 1 );
/**
* Modify page menu arguments
* @param array $args Associative array of wp_page_menu arguments
* @see http://codex.wordpress.org/Function_Reference/wp_page_menu
* @return array modified arguments
*/
function my_page_menu_pre_arg( $args ) {
//Do something with $args
return $args;
}
Hope it helps.