In recent years, increased attention has been paid to the study of four-phonon interactions and diffusion transport in three-dimensional (3D) thermoelectric materials because they play an essential role in understanding the thermal transport process. In this work, we study four-phonon scattering and diffusion transport in two-dimensional (2D) thermoelectric materials using the paraelectric phase of 2D SnSe as an example. The inherent soft phonon modes are treated by the self-consistent phonon theory, which considers the temperature-induced renormalization of the phonons. Based on density functional theory and the Peierls-Boltzmann transport equation for phonons, we show that the four-phonon interactions can reduce the thermal conductivity of the 2D SnSe sheet by nearly 40% due to the collapse of soft optical modes, and the contribution of diffusion transport to the total thermal conductivity accounts for 14% at a high temperature of 800 K due to the short phonon mean free path approaching the Ioffe-Regel limit, suggesting the two-channel transport in this system. The results are further confirmed by using the machine learning-assisted molecular dynamics simulations. This work provides a new insight into the physical mechanisms for thermal transport in 2D systems with strong anharmonic effects.