I added all the Device type from the settings, and these are the ones with a frame
My Chrome version: 67.0.3396.87
PHONE
Iphone 5/SE – With orientation but no keyboard & toolbar offered.
Iphone 6/7/8 – With orientation but no keyboard & toolbar offered.
Iphone 6/7/8 Plus – With orientation but no keyboard & toolbar offered.
Nexus 5 – No Frame wrapping, only navigation and status bar. Offers layout orientation keyboard and toolbar (from Chrome Browser)
Nexus 5x – Offers layout orientation keyboard and toolbar (from Chrome Browser)
Nexus 6P – With orientation but no keyboard & toolbar offered.
TABLET
Ipad – With orientation but no keyboard & toolbar offered.
LAPTOP
None
The rest won’t work.
(I’ve noticed that, it seems that the frame will be downloaded if you are connected to the internet. Especially those mention above)
In this case I was in airplane mode in my laptop and already have the frame, but not the additional components like keyboard and toolbar from Chrome Browser.

I turn the network on. And select again the option

Custom Device
You can add your own custom device, but I doubt the frame will only included base on the brand you choose.

Device Mode – Google Web Dev
In Opera, same as Chrome Developers tool. In Edge. There is no device frame display option.