One word explains Frank perfectly:

Megalomania.

The term is used to describe a behavior characterized by delusional
fantasies. The most common are wealth, power, genius, and sometimes
omnipotence. The word has Greek origins and combines "mania" meaning
madness and "megalo" meaning "very large", "great", or "exaggerated".

Suffers have one or more obsessions. These take the form of irrational
behaviors, some perceived need to be preoccupied with one's own
estimation of "greatness" often manifest as grandiosity and
extravagance suggested by often repeated made up stories of fame,
popularity, material wealth, social influence, physical appearance or
political power often accompanied by desirous and bombastic abandon
and overindulgence in self, a common symptom if not the key diagnostic
feature of megalomania.

In simple English, Frank is a raving lunatic that fancies himself to
be many things that in reality he is actually the exact opposite of.