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This probably ain't going to be right answer, but this works for data you gave us.

;WITH TestData (ColA, ColB, ColC, ColD)
AS (
    SELECT 1, 1, 'ABC', 'DEF'
    UNION ALL
    SELECT 1, 1, 'DEF', 'ABC'
    UNION ALL
    SELECT 1, 1, 'GHJ', 'LKJ'
    UNION ALL
    SELECT 1, 1, 'LKJ', 'GHJ'
    UNION ALL
    SELECT 1, 1, 'ABC', 'HJK'
    UNION ALL
    SELECT 1, 1, 'HJK', 'ABC'
)
SELECT ColA, ColB, ColC, ColD
FROM TestData
EXCEPT
(
    SELECT ColA, ColB, ColD, ColC
    FROM TestData
    WHERE ColC < ColD
) AS T;

This probably ain't going to be right answer, but this works for data you gave us.

;WITH TestData (ColA, ColB, ColC, ColD)
AS (
    SELECT 1, 1, 'ABC', 'DEF'
    UNION ALL
    SELECT 1, 1, 'DEF', 'ABC'
    UNION ALL
    SELECT 1, 1, 'GHJ', 'LKJ'
    UNION ALL
    SELECT 1, 1, 'LKJ', 'GHJ'
    UNION ALL
    SELECT 1, 1, 'ABC', 'HJK'
    UNION ALL
    SELECT 1, 1, 'HJK', 'ABC'
)
SELECT ColA, ColB, ColC, ColD
FROM TestData
EXCEPT
SELECT ColA, ColB, ColD, ColC
FROM TestData
WHERE ColC < ColD

This probably ain't going to be right answer, but this works for data you gave us.

;WITH TestData (ColA, ColB, ColC, ColD)
AS (
    SELECT 1, 1, 'ABC', 'DEF'
    UNION ALL
    SELECT 1, 1, 'DEF', 'ABC'
    UNION ALL
    SELECT 1, 1, 'GHJ', 'LKJ'
    UNION ALL
    SELECT 1, 1, 'LKJ', 'GHJ'
    UNION ALL
    SELECT 1, 1, 'ABC', 'HJK'
    UNION ALL
    SELECT 1, 1, 'HJK', 'ABC'
)
SELECT ColA, ColB, ColC, ColD
FROM TestData
EXCEPT
SELECT ColA, ColB, ColD, ColC
FROM (
    SELECT *
    FROM TestData
    EXCEPT
    SELECT *
    FROM TestData
    WHERE ColC > ColD
) AS T

This probably ain't going to be right answer, but this works for data you gave us.

;WITH TestData (ColA, ColB, ColC, ColD)
AS (
    SELECT 1, 1, 'ABC', 'DEF'
    UNION ALL
    SELECT 1, 1, 'DEF', 'ABC'
    UNION ALL
    SELECT 1, 1, 'GHJ', 'LKJ'
    UNION ALL
    SELECT 1, 1, 'LKJ', 'GHJ'
    UNION ALL
    SELECT 1, 1, 'ABC', 'HJK'
    UNION ALL
    SELECT 1, 1, 'HJK', 'ABC'
)
SELECT ColA, ColB, ColC, ColD
FROM TestData
EXCEPT
(
    SELECT ColA, ColB, ColD, ColC
    FROM TestData
    WHERE ColC < ColD
) AS T;

This probably ain't going to be right answer, but this works for data you gave us.

;WITH TestData
AS (
    SELECT 1 AS ColA, 1 AS ColB, 'ABC' AS ColC, 'DEF' AS ColD
    UNION ALL
    SELECT 1, 1, 'DEF', 'ABC'
    UNION ALL
    SELECT 1, 1, 'GHJ', 'LKJ'
    UNION ALL
    SELECT 1, 1, 'LKJ', 'GHJ'
    UNION ALL
    SELECT 1, 1, 'ABC', 'HJK'
    UNION ALL
    SELECT 1, 1, 'HJK', 'ABC'
)
SELECT ColA, ColB, ColC, ColD
FROM TestData
WHERE ColC < ColD

This probably ain't going to be right answer, but this works for data you gave us.

;WITH TestData (ColA, ColB, ColC, ColD)
AS (
    SELECT 1, 1, 'ABC', 'DEF'
    UNION ALL
    SELECT 1, 1, 'DEF', 'ABC'
    UNION ALL
    SELECT 1, 1, 'GHJ', 'LKJ'
    UNION ALL
    SELECT 1, 1, 'LKJ', 'GHJ'
    UNION ALL
    SELECT 1, 1, 'ABC', 'HJK'
    UNION ALL
    SELECT 1, 1, 'HJK', 'ABC'
)
SELECT ColA, ColB, ColC, ColD
FROM TestData
EXCEPT
SELECT ColA, ColB, ColD, ColC
FROM (
    SELECT *
    FROM TestData
    EXCEPT
    SELECT *
    FROM TestData
    WHERE ColC > ColD
) AS T