Currently I'm not allowed to write my questions as a comment ... so I'll write it as an answer and try to develop a solution.
- Have you checked if the PHY is receiving your TX clock?
- Have you connected ChipScope to the I/O flip flops incl. valid and error bits? If not, please capture all outgoing data to the PHY?
- Is your PC with WireShark directly connected to the FPGA or is there a switch, router, ... in the middle?
How to capture low-level Ethernet packets with ChipScope
Your example design was generated with a GMII interface module called gmii_if.vhd (or gmii_if.v if you are using Verilog). Please connect a 20 bit wide and - lets say - 4096 samples deep ChipScope ILA to the following signals:
- TXD_FROM_MAC
- TX_EN_FROM_MAC
- TX_ER_FROM_MAC
- RXD_TO_MAC
- RX_DV_TO_MAC
- RX_ER_TO_MAC
Add TX_EN_FROM_MAC and RX_DV_TO_MAC to a trigger port (trigger type: basic with edges). Capture all data with the appropriate 125 MHz Ethernet clock. Now synthesize your design and connet the ChipScope Analyzer to the FPGA. Set up a trigger on the signal RX_DV_TO_MAC with the condition rising edge ('R'). Arm the trigger and send some test data to the board. If your PHY is working correctly you should see the ethernet frame on RXD_TO_MAC. Now you can redo this procudure with a trigger condition on TX_EN_FROM_MAC.
If there is no data coming in, I would guess that you did not drive the PHYs reset wire correctly -> it's low acive. Please check this, too.