The -2 Defense applies to Claude's Defense while the Counterattack is resolved.
Normally with a Counterattack, you make a regular Dodge roll. If you aren't hit, you can make a normal Attack at -2 Attack.
With Claude's Special Counterattack, he makes a Dodge roll, but his Defense is reduced by 2. Even if he is hit, he still gets to make an Attack afterwards, at +4 Attack.
One must also note that the usual modifiers for a Basic Ability still apply to Special Abilities. The Attack made as part of a Counterattack gets a -2 Attack penalty. This combines with Cross Counter's +4 Attack modifier, so the Attack part of Claude's Counterattack will actually be at +2.