Confirmed:
The best way to achieve this is to use the CB Overlap strategy (use manual strategy settings and give it a button), then hit L2 + R1 for full attack focus.
I just played a short match vs. the computer ( WE9 US edition ). I set CB Overlap strategy to Sol Campbell with the circle button.
I won a corner kick
1. hit L2 + circle to enable Sol Campbell's overlap running.
2. hit L2 + R1 enough times until full attack focus
and he ran up for the header (he missed the header though, good attempt though

).
I was up by one goal, so he wouldn't come up for the corner kick until I put on full attack focus (the red bar). With yellow attack focus, he just stayed at defense.
This is the best way to move defenders up for corners, because you don't have to waste one of your two formation settings
If you want both defenders to come up... I guess you could use 2 CB Overlaps, enable them both or just pick which guy you want to run up for that corner kick.