Just months after Frank arrived as new manager, Levy was removed as chairman by the Lewis family, the club's majority owners.
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The Dane reflected on ESPN: "The fact that Daniel is no longer here is of course a bit unusual.
"In the first few weeks, there were many questions, but since then it has continued."
Frank also emphasised that the players are focusing on their own everyday lives, despite the changes behind the scenes.
He added, "The players live in their own bubble and just try to perform. My job is to give them the best possible conditions."
