Polarized Dendritic Cell (aDC1) Based Treatment, Interferon Alpha-2, Rintatolimod, and Celecoxib for the Treatment of HLA-A2+ Refractory Melanoma

Inclusion Criteria: * Participant must be HLA-A2+. Retesting is not required for patients who have previous documented positivity * Have IO-refractory melanoma with primary PD-1/PD-L1resistance. Note: Any lines of prior therapies are allowed, but the last line needs to include an anti PD-1 or anti PD-L1 agent. The prior treatments may include any standard and/or experimental therapies * Have \>= 1 tumor site amenable to core needle biopsy that is not the site of disease used to measure antitumor response * Have measurable disease based on RECIST 1.1 criteria present * Have an Eastern Cooperative Oncology Group (ECOG) performance status of 0-2 * Platelets \>= 75,000/microliter * Hemoglobin \>= 9 g/deciliter * Absolute neutrophil count (ANC) \>= 1500/microliter * Creatinine \< 1.5 x institutional upper limit of normal (ULN) OR creatinine clearance \>= 50 mL/min by Cockcroft-Gault formula for subjects with creatinine levels \>= 1.5 x ULN * Total bilirubin not greater than 1.5 x institutional ULN, except for patients with known Gilbert's Syndrome, who are eligible to no more than 2 x institutional ULN * Aspartate aminotransferase (AST) (serum glutamic oxaloacetic transaminase \[SGOT\]) and alanine aminotransferase (ALT) (serum glutamate pyruvate transaminase \[SGPT\]) no greater than 3 x institutional ULN OR, no greater than 5 x ULN for subjects with liver metastases * Participants of child-bearing potential must agree to use adequate contraceptive methods (e.g., hormonal or bar…