Nobody knows (including Frank)
Frank disappeared and he has no idea where and where he is:
-Where am I?
- Mexico? Did I miss Christmas?
- Christmas? You almost missed Easter.
And later on when he was talking with the Customs officer:
Every once in a while, A couple of drinks can get out of hand.
But when it happens, the next morning, You have to pick yourself up, dust yourself off, And get right back on the horse.
Am I right, or am I right? Just let me cross.
I won't tell anyone.
From Fiona's reaction ("When I was 9, he disappeared for a year") we know, that such things tend to happen.