There's not really enough info in your post to know which Frank Axelsen you are looking for. There was a Frank Arnold Axelsen who was born July 18 1893 in Denmark and who lived in New Haven CT and arrived in the US on May 1st 1912. Since I don't know if this is who you are looking for or not, I'll post his info in a separate thread. He did have at least one sister - Alma Katrine Axelsen.
If it happens to be the one you are looking for, please let me know as it should be possible to take at least his mother's line back another generation or two.
J Murphy