Yes, I know it's odd, but the reactions that produce the supernova explosion are supposed to be the ordinary nuclear ones. When the shock wave from the blast (with magnetic field embedded) later interacts with gas (expelled from the star years before), the resulting interactions can accelerate particles to extremely high energies.
What that means, if I understand the matter correctly, is that the most likely neutrinos are too weak to ring up unless there are boat-loads of them, and we'll only get boat-loads if the source is close. And we might have to wait a while for the really high energy stuff to show up, since it isn't produced right away. And even longer for the protons and other nuclei to arrive. (If a source 50,000 light-years away produces iron nuclei whose trajectory is bent a mere three degrees, they'll arrive over three months after the light and neutrinos do. And we don't know in any detail what the magnetic field are out there, so we can't predict when.)
So we see GRBs in other detectors (SWIFT), but don't see anything out of the ordinary in IceCube. So far. Maybe there's an unnoticed glitch in the analyses: I'm not in a position to tell. I just sit through the talks, which show large p-values after unblinding.
There are plenty of things we can do, but some of the tantalizing problems are staying that way.