Sorry about that forgot one little detail.
Because the Frame control lives within the ShellView it "inherits" ShellViewModel as it's DataContext. The binding Caliburn implements between view and view model will abort if it detects the existence of a view model, so it's this ShellViewModel that get's in the way.
The simplest way to get around this is to explicity set the datacontext of the Frame to null. This stops shell view model cascading into the page.
<Framex:Name="InfoFrame"DataContext="{x:Null}"/>