BBC Sport is reporting Spence was visibly upset and protested against being changed for Ben Davies with Spurs 2-0 down.
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Spence's behaviour comes just weeks after he snubbed Frank and assistant coach Andreas Georgson at the end of the home defeat to Chelsea.
At the City Ground, Frank said: "You're the third one that said that to me today. I didn't see it.
"Of course I will look back to be aware of it. I think there can be three reasons.
"He can be disappointed with his own performance, the team's performance, he can be disappointed with being subbed off. I'll ask him about that."