PRINCE2 Agile only mentions that the Issue Register is probably low-tech, and on a wall-board in this environment.
Probably, the main source of collecting issues is the Daily Standups in the iteration level (e.g. Daily Scrums in case of using Scrum). Next is the Review Meetings for iterations and releases. Besides them, it's also possible for any level of project to raise issues anytime during the project.
If you're using low-tech tools for the Issue Register, do not forget to have proper mechanisms for tracking it and doing the follow-up actions. One of the main reasons for having this concept in PRINCE2 is to avoid forgetting issues.
It's also likely to merge the Issue Register and Risk Register in simpler environments.
- Issue Register at PRINCE2 wiki