Counter Mentality is misrepresented in game, it really slows the game down, and is more suited to a possession based game.
The Attacking mentality is used when you want quick direct attacks, which is what you are looking for, the drop deeper defensive line brings teams onto you and then you hit them quick on the break when you win the ball back. This is what I would interpret counter attacking to be. Conceding from corners is something everyone is having trouble with since the patch, try setting a player to mark 6 yard box, and another to mark edge of area. this should let you deal with stray balls being knocked down to these area's.