I don't find a marriage for Frank in the Illinois State Archives, which includes Cook County marriages.
I believe you misinterpreted an entry:
Title: Death Record Indexes, 1871 - 1916 Cook County, Illinois
9 - Callahan, Ann - Cederpalm, Frank
** This means film #9 includes names of deaths for people with last names between Callahan, Ann and Cederpalm, Frank.
These two did not marry.