The easiest way to model a frame is by drawing the overall shape of the frame, then the frame section profile perpendicular to that, and then to use the FollowMe tool. You can then get the dimensions of the needed parts out of the finished shape. This is especially useful if he frame isn’t rectangular.
How about sharing the SKP file. It’s difficult to tell what the profile looks like.
Best guess from your screen shot is that you’ll need to draw a face at the miter angle and intersect it with the frame member.
By the way, as appealing is it might be to apply textures to your model as you go, it’s better if you hold off on that until you have the modeling done. The textures can make it difficult to see what you are doing.
What Box showed was UN-grouped or a object that was not a component. The blue lines are a border box informing you that the object needs to be double clicked in oder for you to modify it. Try reading about using them in order to modify and edit them … Working with Components in SketchUp ~ https://help.sketchup.com/en/search/content?keys=working+with+components