Its possible the supernova shockwave material was deposited somewhere else, in another area and time of the 23rd century where Spock and Nero weren't looking or aware. Plus, we forget that Nero and Spock might have been pulled in after the last remnants of the shockwave were already sucked up and so there'd be nothing else to deposit.
One thing to remember: The Shockwave is more of an effect than actual matter itself, so it would not travel through.
I believe anything entering a Black Hole normally is in fact destroyed, but the Narada and the Jellyfish both have subspace fields, Warp Fields, that may have aided in protecting both vessels.
In addition, if Countdown is considered, the Jellyfish was built for extreme environments, such as the atmosphere of a star etc., and could have technology that would protect it if activated.
Also based on Countdown, the Narada has some Romulan/Borg hybrid technology, so it may be in a state of constant regeneration, which would also explain it's size, internal arrangement and appearance.