Except that @johnkprice has identified a loophole. You can position a frame partially or completely outside the margins if you have all 4 constraint padlocks on and set the L/R/T/B values in the Properties panel or by selecting a handle and using the usual modifier keys to move it, no dragging allowed.
This basically works by setting values that invert the frame, so that what appears to be the left side is actually the right side. Text can be entered inside normally. Works perfectly fine until you try to drag the frame, at which point Dorico says, “Hey, you can’t do that!” and snaps it back to the margin.
See this post and the ones that follow.