The text and column headline in the second frame on the following screenshot are not aligned to the page baseline grid, because the frame's top edge is not aligned to the page baseline grid. All other settings are the same as in Baseline grid examples: all aligned, but that's not sufficient.

To avoid the problem, the frames have to be top aligned to the page baseline grid.

Note: there's no a 100% safe way to prevent users of Fred4 to misplace the frames on pages when moving them by mouse, or doing runarounds or boxing. There is, anyway, a system to help users to apply the correct spacing and positions. See Enable/disable lock to the page baseline grid in Fred4 and Aligning objects to a baseline grid.