Ady1 is bang on the money suggesting spot drills, I would suggest Cobalt as a minimum, if not Carbide just to break through the skin of material which is in the laser's HAZ (Heat Affected Zone).
The frames were almost certainly marked with the laser used for cutting, but at a lower power factor, (or higher speed, or rastered, not that the precise detail matters in practical terms); this will inevitably have caused localised heating to the surface, which if it's a carbon steel will have hardened it, hence the need for sharp, hard and rigid drills.