Earlier today I was playing through Journey in the Dark and had something come up. At some point during the game I had the Great Cave-Troll attack and I defend with Treebeard who has Protector of Lorien attached. I activate the protector 3 times to boost my defense, but then the revealed shadow card forces me to discard an attachment. Sadly the Protector of Lorien is the only legal target I have so I pitch it, but I was wondering if I still keep the +3 Defense since it was activated before the card left play. Either way would not change the outcome of the game, but it's better to know for the future in case it comes up again. Thanks!

Yep you keep the defense boost. Its like the Arwen ally, so long as you exhaust her a hero gets Sentinel and +1 defense until the end of the round even if something nasty appears during staging and she dies.