this may be shocking, but he actually doesn't really have any typical vices ! he doesn't drink, smoke, anything of the sort. he views drunkards as foolish, and usually lowly, if not acting the same as those below them. and he is not only unable to smoke without hacking up a lung, but intrinsically ties smoking tobacco with his closest servant, a nicotine fiend, and of course, charles. so no pipes or opium dens for him ! he thinks himself above such things... narcissist.

his closest thing to a vice is honestly probably sex, in an odd sort of way. something he views as a reason to not act completely proper. whilst he can never fully give up an idea [or persona] of dominance, sex is the closest he can get to 'letting' himself be submissive and not be so completely high strung as he usually tends to be.

of course, the only person he ever has sex with is charles, which emphasizes the fact that he must have some semblance of propriety and dominance, as to not lose their game [even if by their late twenties, the murdering aspect has ceased]. but honestly, charles 'wins' when it comes to such things far too often... and this stupid blonde wouldn't have it any other way.

tldr frederick is basically straight edge but finds comfort in the freedom sex allows, even if not a full release.