I am not so sure it's Lange. Let's be honest he could be saying the board is fudged. Maybe someone has made promises they haven't kept. Either way a fine is coming his way. He really should keep this stuff in house.
Also, here's one interpretation of the chronology at play here -
1) Ange heads into the summer of 2024 asking for reinforcements after finishing 5th in his first season - not bad without Kane. He gets one senior player in Solanke, and a bunch of raw kids.
2) We head into January 2025 ravaged by injuries, playing Davies, Dragusin and kid midfielder Gray at center-back every three days. It's clear we need reinforcements desperately. The club does nothing until the very end of January when Dragusin also goes down, after which they finally panic and bring in Danso on loan on deadline day.
3) Somehow, after all this, we end up winning the Europa League, in part because the manager is loved by the players and has a bond with them. A few days after a triumphant and joyful parade, said manager is unceremoniously sacked.
4) The club then talks about ambition and wanting to take the next step, to challenge on all fronts. Goes and hires a mid-table coach in Thomas Frank, who isn't really either charismatic in the Ange style, nor really impressive if you're a player like Romero who has won the World Cup, played with Messi, worked with Antonio Conte, etc.
5) They proceed to get absolutely dingdonged around in the transfer market, losing out in public humiliations when it came to Gibbs-White and then Eze. Somehow managed to pull Simons out of the bag late, to salvage an otherwise torrid window.
6) Window closes and ENIC gives it large about spending, 200m pounds being made available, etc, etc.
7) January window opens, one week in, and we've sold a player apparently popular in the squad in Johnson, and brought in..no one.
I can see why someone like Romero would perhaps be upset, given he signed a contract in between all this. Maybe he was told a change was coming, and that change never did come. But, speculating on my part.