Currently the /tag/ rewrite slug is hard-coded in the widget's code (/lib/widgets/top-tags.php line 50 ).
For example: http://my-domain.com/tag/test-2 ---> should become: http://my-domain.com/my-custom-slug-here/test-2 instead
This is to be found within the first part of this line:
echo '<li><a href="/tag/'.$tag->slug.'">'.$tag->name.'<span class="count">'.$tag->count.'</span></a></li>';
Currently, I don't know how's the proper way to call here the permalink setting for tags the user has set. Would be nice to see this fixed as this also regards a lot of international users who rarely use "tag" as the rewrite base.