Here's the deal. Nothing is set in stone. Ever. This is how I feel about Frank... and how I feel about what Frank "knew".
Do I think Frank warmed up to the possibility that Claire was telling the truth after living with her and raising her daughter? Um... of course? Frank knew Claire to be a reasonable, responsible, honest person. And she was mentally capable of surgery - whether it was at the hospital on a heart valve of a 70 year old man... or at home on a splinter of a 6 year old girl. A girl she loved more than anything else in the world.
At some point, Frank MUST have said to himself "Well... I really don't WANT to believe this...but the woman is as sane as they come! How can it NOT be true?!"
At THAT point, I believe Frank started doing research on Jamie Fraser. Now... we all know what happened after Claire went back to the 18th century; she built a life with Jamie Fraser in North Carolina. And had a few adventures along the way in the Carribean... NY... PA....etc. And there HAD TO BE SOME RECORD of her life with Jamie Fraser....and their daughter, Briana Randall Fraser MacKenzie. And at THAT POINT, when he found those records, Frank decided that he'd better get Bree ready for anything that might come her way in the 18th century.
COMMA HOWEVER.... Frank was kindof bitter about Claire's love for Jamie. How could he NOT be? I would be... that is for damned sure. Was he a good and decent man for taking her in after 3 years when she was pregnant? Absolutely. Did he still love her? Absolutely - as we all know no mere mortal can resist the charms of Claire Fraser. (She's like RPattz in that way.
And that's one of the reasons I don't care for him.
I get that he didn't want to lose his daughter - or his wife - by telling them they had a whole other life in another century. But I am one of those annoying people who is sickeningly honest and just doesn't have it in her to lie. If that were my husband - no matter how much I loved him - I'd tell him what I knew and let the chips fall where they may. I am a big believer in fate... as well as that "If you love something, set it free" bullshiz. It would eat me up on a daily basis to know I had information that could potentially change someone's entire existence - and not share it with them. But hey; that's just me.
As for the other reason I never cared for Frank all that much... I just hated the way Claire was never very important to him until she was gone and wasn't kissing his ass 24 hours a day. And I don't care that it was the 1940s and that's how they did things back then. I just never felt a great love for Claire on Frank's part... more of a love of being catered to before she left... and a sense of obligation once she returned. Don't get me wrong... Did he love her? Sure. Did he know she didn't love him in that way? Yup. Which is actually a point for him, seeing as he stayed with her. But I just don't think he and Claire ever had anything remotely close to what she had with Jamie... and I wish Frank would have stepped aside all those years ago and told her Jamie Fraser was still alive.
And yes... yes... that would have opened a whole new can of worms regarding Bree. They would have fought over her and Frank would have told Claire she wasn't taking her back, yada yada yada. But that didn't happen so we don't even have to ponder it, ken?
Sooooo... that is where I stand on Frank. As far as what he "knew" about Jerry... I don't think he thought a thing of the fact that his plane was found near standing stones. They were all over bloody Britain at that point. It would be like me saying "Oh my god his car broke down near a 7/11! He must have traveled through time at the 7/11!" At that point when Jerry disappeared, Frank was still at war and hadn't even come home to Claire yet. He didn't know doodley squat about standing stones - other than a possible rumor about the fairies he may have picked up along the way. And lord knows he wouldn't have believed it. I think he knew Jerry disappeared... and felt somewhat responsible (see the part above about Frank being a good and decent man) since he was the one who sent him on his mission. He went to see Marjorie out of a sense of honor - not because he knew Jerry was trekking around 18th century Scotland with Buck Rogers.
That is my opinion today. However... as I said before...
Nothing is set in stone.