Frank knew better than to ask questions, even if they plagued his sleeping and waking hours. He had been ordered to track Violet's every movement, quickly discovering that she was a woman as he watched and heard them talk about her while carrying her off.
He had also followed while reporting to Cain, waiting for the moment they would swoop in and complete the rescue—only for the first day to pass, followed by the next, as he watched Cain, whom he would have sworn on all his toes was obsessed with her enough to never let her out of his sight.
Only to watch him focus all his energy on finding Fiona while sending out letters that Frank had to post, even though he had no idea who, in particular, they were meant for.