I must miss something :)
When you rotate something with the Edit Frame it's from the center of rotation of the object so local one for the selected object?
Or any point of the 3D space if you move the little "star"

Can you put an image before / after of what that don't work ? or a little file 3Dm of the result wished

Here in the 3D view (does the circular dashed points + star = a gimble ? )