Dendritic Cell Therapy, Cryosurgery, and Pembrolizumab in Treating Patients With Non-Hodgkin Lymphoma

Inclusion Criteria

• Age >= 18 years
• Histological confirmation of biopsy-proven non-Hodgkin lymphoma, excluding chronic lymphocytic leukemia, primary central nervous system (CNS) lymphoma and Burkitt's lymphoma; Note: small lymphocytic lymphoma (SLL) is allowed
• Patients with indolent non-Hodgkin lymphoma (NHL) must have had >= 1 regimen of rituximab-containing regimen; Note: this includes follicular lymphoma (FL), marginal lymphoma and mucosa-associated lymphoid tissue (MALT)
• Patients with aggressive NHL must have had >= 2 regimens; Note: This includes diffuse large B cell lymphoma (DLBCL), mantle cell lymphoma (MCL), primary mediastinal large B-cell lymphoma (PMBCL), and T cell lymphoma
• Patient with aggressive NHL must have received prior therapy - at a minimum:
• Anti-CD20 monoclonal antibody unless tumor is CD20 negative and
• An anthracycline containing regimen
• Transformed FL must have had therapy for FL and be refractory to chemotherapy for DLBCL
• Chemotherapy refractory disease in aggressive NHL is defined as
• Stable disease of = = 1.5 cm in one dimension; one of the lesions must be >= 2.0 cm and is amenable to image-guided cryoablation and multiple vaccine injections as determined by interventional radiology and principal investigator (PI) (including tumors that can be safely accessed using imaging guidance and treated with minimal risk to adjacent structures)
• Eastern Cooperative Oncology Group (ECOG) performance status (PS) 0 or 1
• Absolute neutrophil count (ANC) >= 1000/mm^3 (obtained = = 200/mm^3 (obtained = = 50,000/mm^3 (obtained = = 8.0 g/dL (obtained = = 60 mL/min for subject with creatinine ˃ 1.5 x institutional ULN (obtained =< 14 days prior to registration)
• Negative serum pregnancy test for women of childbearing potential =< 7 days prior to registration; Note: a second pregnancy test may be required =< 72 hours prior to receiving the first dose of study medication
• Negative human immunodeficiency virus (HIV), hepatitis B and C, and tuberculosis (TB) test
• Provide written informed consent
• Willing to return to the enrolling institution for follow-up (during active treatment and active monitoring phase of the study)
• Ability to complete questionnaire(s) by themselves or with assistance
• Willing to provide tissue and blood samples for research purposes
• Willing to use adequate contraception while on the study and until 120 days after the last dose of study drug

Exclusion Criteria

• Any of the following because this study involves an investigational agent whose genotoxic, mutagenic and teratogenic effects on the developing fetus and newborn are unknown:
• Pregnant women
• Nursing women
• Co-morbid systemic illnesses or other severe concurrent disease which, in the judgment of the investigator, would make the patient inappropriate for entry into this study or interfere significantly with the proper assessment of safety and toxicity of the prescribed regimens
• Serious non-malignant disease such as active infection, symptomatic congestive heart failure, unstable angina pectoris, cardiac arrhythmia, or psychiatric illness/social situations or other conditions which in the opinion of the investigator would compromise protocol objectives
• Currently receiving or have received any other investigational agent considered as a treatment for the primary neoplasm =< 28 days or within 4 half-lives (whichever is shorter) of the agent prior to registration
• History of other primary malignancy requiring systemic treatment within 6 months of protocol enrollment; patients must not be receiving chemotherapy or immunotherapy for another cancer; patients must not have another active malignancy requiring active treatment with the following acceptable EXCEPTIONS:
• Basal cell carcinoma, squamous cell carcinoma, or melanoma of the skin that has undergone or will undergo potentially curative therapy
• In situ cervical cancer that has undergone or will undergo potentially curative therapy
• Prior allogenei