Frank was searching for Hazel's wedding ring. He wanted something special, and unique, just like her. But he was trying to avoid gold, he'd seen what Arion could do to it, and he didn't want Hazel's finger to get bitten off.
Eventually, he gave up looking at mortal stores entirely, and very awkwardly asked Leo to make her one. He obliged much faster than Frank had thought he would, he'd expected the son of Hephaestus to make fun of him for needing help. But, Leo really did it because he loved Hazel, not love love, but like a little sister, and he wanted her to have a chance at being happy with Frank. A chance he hadn't gotten with Calypso, who'd died on the journey from Ogygia. The prophecy was right, his promise to return had cost her life.