I purchased the pre-order for Rime of the Frostmaiden but I still don't have any frames showing up for my character sheets. When I go to the "Change Frame" page on the character sheet, all it says is "You have no extra frames available to choose from."

Is there something I need to do to access the character frames?

Same. The only frames I see are the default and the ones from MOOT.

Also, backdrop changes aren't saving properly.

As far as I'm aware the frames will be made available when the book is released. At least - I think I remember reading that somewhere.

Edit: I did read it somewhere:

Pre-ordering this book on D&D Beyond will immediately unlock a set of digital dice & 6 character backdrops. More cosmetic character sheet bonuses will be available on release.