Now you're lost
Lost in the heat of it all
Girl you know you're lost
Lost in the thrill of it all
Miami, Amsterdam
Tokyo, Spain, lost
Los Angeles, India
Lost on a train, lost

from Frank Ocean – Lost Lyrics on Rap Genius

Meaning

The lady in his story gets overwhelmed by the lifestyle (including drugs, sex and possibly love). It all became too much, and it doesn’t matter whether she’s in Miami, Amsterdam, Tokyo, Spain, L.A, India or on a train, she’ll never feel home or at peace.

The product is lost in drug trafficking. There is wordplay here regarding heat as in police confiscation. Cocaine also changes form under heat

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