whats that music when frank beats up the kids dad and drives away in his car? (saxaphone playing)

JJLUE is correct, the song played at the bar is "My Least Favorite Life" also by Lera Lynn.

I think the song  Lera Lynn plays live at the bar is "My Least Favorite Life" and not "A church in ruins".

Night Finds You

Song plays as Frank enters the club to speak to Danny.

The Raveonettes

A woman plays this at a bar  where Frank meets Ray.