"Divorce actually; though I'm from here originally”—no shit, thought Frank, hearing her accent—“but got whisked away five years back by a lad.”
Not at all sure how this should be punctuated, but I don't care for the illustrated interjection of someone's thought into someone else's continuing dialogue. The em-dashes suggest she waits or pauses for Frank's thought before continuing. But em-dashes are usually for interruption. However, I do follow what you are trying get across.
I could be totally wrong, and I know it's not what you asked, but personally, I would prefer something like:-
"Divorce actually, though I'm from here originally."
No shit, thought Frank, hearing her accent.
She rambled on. “But I got whisked away five years back by a lad."
I think character B's thoughts need to be in a different paragraph from char A's speaking. Inner monologue is like speaking in this regard.
In a SYW post, I did this (as paragraphs) and the comment to me was that I should use em-dash for the interrupted dialog. The paragraph breaking was not remarked upon.
"Divorce actually; though I'm from here originally”—no shit, thought Frank, hearing her accent—“but got whisked away five years back by a lad.”
How about this? I have included a bit either side.
"So Megan, what brings you to this part of the world?" he asked, dismissing his moment of concern about the picture as silly. Odds of anyone seeing that must be a million to one.
"Divorce actually, though I'm from here originally.”
No shit, thought Frank, hearing her accent.
She allowed a flicker of sadness to pass across her pretty face. “But then I got whisked by this handsome lad, ooh, about five years ago now." She raised her glass. "Here's to freedom." She drained it and unleashed a smile that crinkled her grey blue eyes.
Frank nodded and smiled back, liking her now, imagining her little body against his.