Let the $2k+2$ colours belong to the set $\{1,2,...,2k+2\}$. I thought the best way to answer this question would be to proceed by contradiction, and assume that $G$ has an edge with some colour, $1$, that only appears once.
Let $uv$ be the edge with colour $1$. Then every vertex of $G$ that is not $u$ or $v$ is incident with an edge of every colour except 1. Since $G$ is $2k+1$-regular, each of $u$ and $v$ has $2k$ other edges incident to it, and since we can't use $1$ again, the colours for these remaining $2k$ edges must be chosen from the remaining $2k+1$ colours.
Of course if $u$ and $v$ both have the same $2k$ colours for their remaining edges, say from the set $\{2,...,2k+1\}$ then we just re-colour $uv$ to be the unused colour, $2k+2$ and obtain a $(2k+1)$-colouring of $G$, which is a contradiction since G is Class 2.
However, I'm unsure what to do in the case where the remaining $2k$ colours are not the same between $u$ and $v$. Obviously since there are only $2k+1$ colours to choose from, $u$ and $v$ will only differ by one colour in this case, but I don't know how to proceed and get a contradiction, nothing I've attempted so far has worked.
Any help would be greatly appreciated.
Edit: I've posted a potential solution that I came up with and would appreciate if somebody could verify it works.