Here's another tricky thing.
2007 (Season 6)
On the beach outside the Statue of Taweret, Frank explains to Sun-Hwa Kwon everything he knows about Ilana and her group. He ends by telling that they profess to be the good guys and, reading the expression on her face, adds "I'm not buying it either."
The following morning, he stands alongside Sun as they watch in shock as the fake John Locke emerges from the statue. Frank sums up the general sentiment of the group when he mutters, "I'm seeing it, but I'm not believing it."
Yes, because he can't believe that he's seeing Locke alive and walking out of the statue when he has seen Locke's body at the casket with his own eyes.