The blitz frame seems quite sturdy for what it is, don't think it would need any reinforcement however the additional vibrations from a CR125 is something to look out for. So make sure the engine mounts and brackets get properly secured
Does the CR125 engine has a mounting tab on the head? if not it'd certainly be worth welding one onto it to prevent it reduce vibration and twisting force. You want at least 3 mounting points (bottom rear, top middle/rear and front of engine) to cover all axis adequately. Then double check existing mount point welds to ensure no cracks or missed spots
I doubt it'll be a problem, but i'm thinking of the CR500 engines that drop into CRF250 frames. The 500's vibrate A LOT and some of them have cracked frames because of it, mostly from not adequately mounting the cylinder head to the frame