We report on the first high-frequency very long baseline interferometry observations of the nearby broad absorption line quasar, Mrk 231. Three epochs of observations were achieved at 15 GHz and 22 GHz, two of these included 43 GHz observations as well. The nuclear radio source is resolved as a compact double. The core component experienced a strong flare in which the flux density at 22 GHz increased by >150% (45 mJy) in three months. Theoretical models of the flare imply that the emission is likely enhanced by very strong Doppler boosting of a highly relativistic ejecta with a kinetic energy flux, Q ~ 3 × 10⁴³ erg s^–1. Combining our data with two previous epochs of 15 GHz data shows marginal evidence for the slow advance of the secondary component (located 0.97 pc from the core) over a 9.4 year span. We estimate that the long-term time averaged kinetic energy flux of the secondary at . Low-frequency very long baseline array observations indicate that the secondary is seen through a shroud of free-free absorbing gas with an emission measure of 10⁸ cm^–6. The steep spectrum secondary component appears to be a compact radio lobe that is associated with a working surface between the ram pressure confined jet and a dense medium that is likely to be the source of the free-free absorption. The properties of the dense gas are consistent with the temperatures, displacement from the nucleus, and the column density of total hydrogen commonly associated with the BAL wind.