If you choose to join this study, you will go through a screening period to find out if you are eligible. During this screening period, you will: - Have a physical exam - Have an eye Exam - Have a heart scan (ECG) - Have blood draws - Get a chest x-ray If you are eligible based on screening, you will proceed to the study drug regimen portion of the study. Duke is participating in Parts E, F, and G of this study. The part of the study in which you participate will depend on when you join the study. The study drug regimens for the different parts of the study are as follows: - Part E: you will get the study drug once every 2 weeks for 4 weeks (28-day cycles) - Part F: you will get the study drug once every 2 weeks and pembrolizumab once every 6 weeks. - Part G: you will get the study drug and carboplatin once every 2 weeks and pembrolizumab every 6 weeks. If you are in Parts F or G, you can keep getting pembrolizumab up to 18 times, which will take about 2 years. You may only get carboplatin up to 6 times. After you have stopped your study regimen, we will ask you to have follow-up phone calls about every 12 weeks or so to see how you are doing.