Creating a thread safe atomic counter

Why are you writing a ThreadSafeCounter class at all?

std::atomic<size_t> is a ThreadSafeCounter. That's the whole point of std::atomic. So you should use it instead. No need for another class. Most atomics have operator++/operator-- specializations, so your main loop could easily be rewritten like this:

    static std::atomic_int ThreadCounter1(0);

    auto Thread1 = []() {
        while (true)
        {
            auto test = ++ThreadCounter1;  // or ThreadCounter1++, whatever you need
            std::cout << std::this_thread::get_id() << " Threads.IncCounter1() -> " << test << std::endl;

            std::this_thread::sleep_for(std::chrono::seconds(2));
        }
    };

    auto Thread2 = []() {
        while (true)
        {
            auto test = --ThreadCounter1;
            std::cout << std::this_thread::get_id() << " Threads.DecCounter1() -> " << test << std::endl;

            std::this_thread::sleep_for(std::chrono::seconds(2));
        }
    };

    auto Thread3 = []() {
        while (true)
        {
/* Note: You could simply "ThreadCounter1 = 0" assign it here.
But exchange not only assigns a new value, it returns the previous value.
*/
            auto ValueAtReset=ThreadCounter1.exchange(0);
            std::cout << std::this_thread::get_id() << " Threads.ClearCounter1() called at value" << ValueAtReset << std::endl;

            std::this_thread::sleep_for(std::chrono::seconds(2));
        }
    };

I forgot to mention a problem with your DecCounter operation. You are using atomic_uint, which cannot handle negative numbers. But there is no guarantee, that your Thread2 will not run (aka decrement the counter) before Thread1. Which means that your counter will wrap.

So you could/should use std::atomic<int> instead. That will give you the correct number of (calls_Thread1 - calls_Thread2). The number will get negative if Thead2 has decremented the value more often than Thread1.

This looks suspicious:

std::uint32_t IncCounter1() noexcept 
{
    m_Counter1.fetch_add(1, std::memory_order_relaxed) + 1;
    return m_Counter1;
}

The + 1 is at the end of that line is effectively a no-op since the code does not assign the result of that expression to anything. Further, you create a race condition by referencing m_Counter1 again on the second line - as there could have easily been a context switch to another thread changing it's value between performing the fetch_add and then referencing the value again for the return result.

I think you want this instead:

std::uint32_t IncCounter1() noexcept 
{
    return m_Counter1.fetch_add(1, std::memory_order_relaxed) + 1;
}

fetch_add will return the previously held value before the increment. So returning that +1 will be the current value of the counter at that moment.

Same issue in DecCounter1. Change that function's implementation to be this:

std::uint32_t DecCounter1() noexcept
{
    return m_Counter1.fetch_sub(1, std::memory_order_relaxed) - 1;
}

I think there might be an issue depending on how these counters are used. If a lot of DecCounter1 and a ClearCounter1 (or more) is called around the same time, then it might happen that ClearCounter1 sets the counter to 0, then a lot of DefCounter1 is executed (before the lock was preventing them to do so), and the counter ends up being negative. This can be a problem when:

1. The counters are used for any kind of resource management (releasing memory/files/etc based on the value of counters)
2. The counters are used only for some statistics, but the value of the counters are not proportional to the number of threads. E.g.: if 8 event happens during the day that you want to count, but there are more than 8 threads, then in a very unlucky situation (when the events are happening around the same time as resetting the counter) you might end up a wrong starting value for the next period which makes the statistic inaccurate.

If any of the above is true, then the situation is much harder and I haven't though about it yet. For a simple, statistic like counters I think the code can be improved: the atomics and the locks are doing almost the same and by locking you might degrade the performance without gaining anything (all of the above problems are true regarding whether your are using locks, atomics or both). Therefore I would just get rid of the locks and use purely atomics. Here is my proposal for an improved version in case of none of the above mentioned problems apply:

#include <iostream>
#include <chrono>
#include <thread>


class ThreadSafeCounter final
{
private:
  std::atomic_uint32_t m_Counter1;
  std::atomic_uint32_t m_Counter2;
  std::atomic_uint32_t m_Counter3;
public:
  ThreadSafeCounter(const ThreadSafeCounter&) = delete;
  ThreadSafeCounter(ThreadSafeCounter&&) = delete;
  ThreadSafeCounter& operator = (const ThreadSafeCounter&) = delete;
  ThreadSafeCounter& operator = (ThreadSafeCounter&&) = delete;

  ThreadSafeCounter() : m_Counter1(0), m_Counter2(0), m_Counter3(0) {}
  ~ThreadSafeCounter() = default;

  void IncCounter1() noexcept
  {
    m_Counter1.fetch_add(1, std::memory_order_relaxed);
  }

  void DecCounter1() noexcept
  {
    m_Counter1.fetch_sub(1, std::memory_order_relaxed);
  }

  std::uint32_t GetTotalCounter1()
  {
    return m_Counter1.load();
  }

  std::uint32_t GetAndClearCounter1()
  {
    return m_Counter1.exchange(0);
  }
};

int main()
{
  static ThreadSafeCounter Threads;

  auto WorkerThread1 = []() {
    while (true)
    {
      Threads.IncCounter1();
      std::this_thread::sleep_for(std::chrono::milliseconds(10));
    }
  };

  auto WorkerThread2 = []() {
    while (true)
    {
      Threads.DecCounter1();
      std::this_thread::sleep_for(std::chrono::milliseconds(20));
    }
  };

  auto FinalThread = []() {
    while (true)
    {
      auto Current = Threads.GetTotalCounter1();
      std::cout << std::this_thread::get_id() << " Current: " << Current << std::endl;

      const auto Before = Threads.GetAndClearCounter1();
      std::cout << std::this_thread::get_id() << " Before: " << Before << std::endl;

      auto After = Threads.GetTotalCounter1();
      std::cout << std::this_thread::get_id() << " After: " << After << std::endl;

      std::this_thread::sleep_for(std::chrono::seconds(1));
    }
  };

  std::thread th1(WorkerThread1);
  std::thread th2(WorkerThread2);
  std::thread th3(FinalThread);

  th1.join();
  th2.join();
  th3.join();
}

The changes I made:

1. I removed the lock, because it doesn't give anything extra in my opinion.
2. I replaced m_Counter1.fetch_sub(0) by m_Counter1.load() because it does the same thing, but the load operation is obvious.
3. I replaced the atomic_uint type by atomic_uint32_t just to match the type of the return value of GetTotalCounter1.
4. Added a function GetAndClearCounter1 to guarantee that there is no other operation is happening between reading and clearing the value.
5. Removed the unused + 1 and - 1 in IncCounter1 and DecCounter1.
6. Changed the VOID return types to void, because in my opinion void is more idiomatic.

As a final verdict, I think reading over the documentation of std::atomic can be really helpful. It isn't the shortest docs, but definitely detailed enough to get familiar with operations, memory order etc.