Penthesilea and Odysseus are with a full strength Hoplite unit in the open. Both heroes have “Bolster” so the Hoplites defend with a +2 modifier.
If these three units are in a wood, what is the final modifier, +2 or +3?
First off, we are waiting on an official ruling on "double bolster". See "Modifer" section here: Topics for FAQ
Rules say on pg 19:
Effective offence / defence
This is the value of the unit’s stats after any applicable
modifiers have been taken into account. Modifiers
cannot reduce offence or defence below 0, or raise
them above 10.
When calculating modifiers, add up all that apply. If a
single modifier is greater than +2 or worse than -2,
then that is the maximum possible bonus/penalty.
Otherwise, the total effect cannot be worse than -2, or
greater than +2.
Also, remember the forest only gives you the +1 against any attack by a flying unit, or any attack at range 1+.
All that said, Hoplites would be +2 defense.