TLR9 Agonist SD-101, Anti-OX40 Antibody BMS 986178, and Radiation Therapy in Treating Patients With Low-Grade B-Cell Non-Hodgkin Lymphomas

Inclusion Criteria: * Biopsy confirmed low-grade B-cell lymphoma, excluding gastric MALT lymphoma, high-risk mantle cell lymphoma, and currently transformed lymphoma * Patients must have at least one site of disease (cervical, axillary, inguinal, or subcutaneous) that is accessible for intratumoral injection of SD-101 (diameter ≥10mm) percutaneously and presents a low risk for complications from direct injections. * Patients must have at least one site of measurable disease, other than the injection site, which is not included in the radiation field * Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1 * Absolute neutrophil count (ANC) \>= 1000/mm\^3 independent of growth factor support * Platelets: \>= 100,000/mm\^3 or \>= 50,000/mm\^3 if known or suspected bone marrow involvement, independent of transfusion support in either situation * Hemoglobin: \>= 8 g/dL (may be transfused) * Creatinine: Creatinine clearance \> 25 ml/min * Aspartate aminotransferase (AST)/alanine aminotransferase (ALT): =\< 3 x upper limit of normal (ULN) * Bilirubin: =\< 1.5 x ULN (except for subjects with Gilbert's Syndrome or of non-hepatic cause) * Must be at least 4 weeks since treatment with standard or investigational chemotherapy, biochemotherapy, surgery, radiation, cytokine therapy, any monoclonal antibodies or immunotherapy, and recovered from any clinically significant toxicity experienced during treatment * Women of childbearing potential and men who are sexually active must be practicing a highly effective method of birth control during and after the study consistent with local regulations regarding the use of birth control methods for subjects participating in clinical trials; men must agree to not donate sperm during and after the study; for sexually active women of childbearing potential, these restrictions apply for 5 months after the last dose of study drug; for sexually active men, these restrictions apply for 7 months after the last dose of study drug * Women of childbearing potential must have a negative serum (beta-human chorionic gonadotropin \[beta-hCG\]) or urine pregnancy test at screening, within 24 hours of the first dose of anti-OX40 antibody, and every four weeks while on study treatment; women who are pregnant or breastfeeding are ineligible for this study * Life expectancy greater than 3 months * Ability to comply with the treatment schedule * Ability to understand and willingness to sign a written informed consent document Exclusion Criteria: * Currently transformed lymphoma, high-risk mantle cell lymphoma, or gastric MALT lymphoma. * Need for immediate treatment or cytoreduction. * No easily accessible site for direct percutaneous injection with low-risk for potential complications. * Autoimmune disease requiring treatment within the last 5 years including systemic lupus erythematosus, rheumatoid arthritis, multiple sclerosis, Sjogren's syndrome, autoimmune thrombocytopenia, uveitis, or other if clinically significant * Major surgery within 4 weeks of enrollment, or a wound that has not fully healed * Vaccinated with live, attenuated vaccines within 4 weeks of enrollment * Known history of human immunodeficiency virus (HIV) or active hepatitis C virus or active hepatitis B virus infection or any uncontrolled active systemic infection * Known central nervous system (CNS) lymphoma * Patients with a history of prior malignancy with the exception of non-melanoma skin cancer, stage 1 prostate cancer that does not require treatment, or other malignancy that has undergone potentially curative therapy with no evidence of disease for the last 2 years and that is deemed by the investigators to be at low risk for recurrence. In situ cancer of any type and noninvasive follicular thyroid neoplasm with papillary-like nuclear features (NIFTP) is not an exclusion, though if surgery or other definitive intervention is planned, it should be completed prior to enrollment. * History of significant allergic reactions attributed to compounds of similar composition to SD-101 or BMS-986178 * Treatment with an immunosuppressive regimen of corticosteroids or other immunosuppressive medication (e.g., methotrexate, rapamycin) within 30 days of study treatment; Note: patients may take up to 5 mg of prednisone or equivalent daily; topical and inhaled corticosteroids in standard doses are allowed * Significant cardiovascular disease (i.e. New York Heart Association \[NYHA\] class 3 congestive heart failure; myocardial infarction within the past 6 months; unstable angina; coronary angioplasty with the past 6 months; uncontrolled atrial or ventricular cardiac arrhythmias) * Pregnant or breast feeding * Any other medical history, including laboratory results, deemed by the investigator likely to interfere with their participation in the study, or to interfere with the interpretation of the results