Phase I/II Eval Safety & Prelim Activity Nivolumab Comb W/Vorolanib Pts W/Refractory Thoracic Tumors

Inclusion Criteria: * Signed and dated written informed consent. * Male or female ≥ 18 years of age. * Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1. * Having progressed on at least one prior line of therapy, or refused chemotherapy, histologically or cytologically confirmed diagnosis of one of the following: Dose Escalation and Expansion Cohorts: * Checkpoint Inhibitor Naïve Non-Small Cell Lung Cancer patients must have progressed on front-line cytotoxic chemotherapy or have refused chemotherapy and may have received up to three prior treatment regimens for stage IV disease provided no regimens included an anti-PD1 or PD-L1 agent or an oral VEGF TKI. Prior bevacizumab or ramucirumab is allowed. * Progressed on Checkpoint Inhibitor Non-Small Cell Lung Cancer patients must have progressed on front-line or second checkpoint inhibitor therapy and may have received up to three prior treatment regimens for stage IV disease provided no regimens included an oral VEGF TKI. Prior bevacizumab or ramucirumab is allowed. * Patients with EGFR, ALK, ROS1 and BRAF NSCLC must have progressed on an oral TKI and may have received an unlimited number of prior regimens. * Thymic carcinoma patients must not be eligible for surgical resection at the time of enrollment and may have received any number of prior lines of therapy provided no regimens included an anti-PD1 or PD-L1 agent or an oral VEGF TKI. Prior bevacizumab or ramucirumab is allowed. * Small Cell Lung Cancer patients must have progressed on platinum-based chemotherapy and may have received up to three prior lines of therapy for stage IV disease provided no prior regimen included an oral VEGF TKI; prior regimens can include an anti-PD-1 or PD-L1 agent. * At least one measureable lesion as defined by RECIST 1.1 which can be followed by CT or MRI. * Adequate organ function prior to first dose of protocol-indicated treatment, including: * Absolute neutrophil count (ANC) ≥ 1,500/µL * Platelets ≥ 100,000/µL * Hemoglobin ≥ 9.0 g/dL * Serum creatinine ≤ 1.5 times institutional upper limit of normal (ULN), or calculated creatinine clearance ≥ 40 mL/min (per the Cockcroft-Gault formula) * Total bilirubin ≤ 1.5 x ULN (except subjects with Gilbert Syndrome, who must have total bilirubin \< 3.0 mg/dL) * Alanine aminotransferase and aspartate aminotransferase ≤ 2.5 x ULN, (≤ 5.0 x ULN with documented liver metastases) * Women must not be breastfeeding. * Women of childbearing potential must have a negative serum pregnancy test within 24 hours prior to receiving first dose of protocol-indicated treatment. * Women of childbearing potential is defined as any female who has experienced menarche who has not undergone surgical sterilization (hysterectomy or bilateral oophorectomy) or is not postmenopausal. * Menopause is defined clinically as 12 months of amenorrhea in a woman over 45 years of age in the absence of other biological or physiological causes. * If menopausal status is considered for the purpose of evaluating childbearing potential, women \< 62 years of age must have a documented serum follicle stimulating hormone (FSH) level within laboratory reference range for postmenopausal women, in order to be considered postmenopausal and not of childbearing potential. * Women of childbearing potential must agree to follow instructions for acceptable contraception Appendix 5 from the time of signing consent, and for 23 weeks after their last dose of protocol-indicated treatment. * Men not azoospermic who are sexually active with women of childbearing potential must agree to follow instructions for acceptable contraception (Appendix 5), from the time of signing consent, and for 31 weeks after their last dose of protocol-indicated treatment. Exclusion Criteria: * ≤ 28 days before first dose of protocol-indicated treatment: * Anti-cancer treatment with bevacizumab. * Major surgery requiring general anesthesia or significant traumatic injury. * ≤ 14 days before first dose of protocol-indicated treatment: * Anti-cancer therapy with an approved or investigational agent (including chemotherapy, hormonal therapy, targeted therapy, immunotherapy, or biological therapy). * Radiosurgery or radiotherapy. (Note: A tumor lesion situated in a previously irradiated area is considered a measureable/target lesion only if subsequent disease progression has been documented in the lesion.) * Initiation of a new erythropoietin, darbepoietin, and/or bisphosphonate therapy. (See Section 9.3.) * Minor surgery. (Note: Placement of a vascular access device is not considered minor or major surgery.) * Serious or uncontrolled infection. * Infection requiring parenteral antibiotics. (Note: Patients with a non-serious infection under active treatment and controlled with oral antibiotics initiated at least 10 days prior to initiation of protocol-indicated treatment are not excluded - e.g. urinary tract infection controlled with oral antibiotics.) * Unexplained fever \> 38.0 ºC. * ≤ 7 days before first dose of protocol-indicated treatment: * Receipt of granulocyte colony-stimulating factor (G-CSF) or granulocyte-macrophage colony stimulating factor (GM-CSF). (See Section 9.3.) * Concurrent use of any medications or substances (e.g. herbal supplement or food) known to be a strong inhibitor or strong inducer of CYP3A4. * Although corticosteroids are considered to be strong inducers of CYP3A4, physiologic replacement doses of corticosteroids ≤ 10 mg daily prednisone or equivalent are allowed (Section 9). * Inadequate recovery from toxicity attributed to prior anti-cancer therapy. * With the exception of alopecia, fatigue, or peripheral neuropathy, patients must have recovered to ≤ Grade 1 (NCI-CTCAE v5.0) residual toxicity prior to first dose of protocol-indicated treatment. * Patients requiring replacement therapy (e.g. prednisone or thyroid replacement therapy) for endocrine disorders from prior checkpoint inhibitor therapy are allowed * Known history of allergy or intolerance which, in the opinion of the investigator, was an unacceptable adverse reaction attributed by the investigator to any prior anti-neoplastic therapy specifically targeting vascular endothelial growth factor or the VEGF receptor. * Known history of allergy or intolerance which, in the opinion of the investigator, was an unacceptable adverse reaction attributed by the investigator to any prior anti-neoplastic therapy specifically targeting T-cell costimulation or immune checkpoint pathways - i.e. nivolumab (OPDIVO), pembrolizumab (KEYTRUDA), atezolizumab (TECENTRIQ), ipilimumab (YERVOY), etc. * Non-healing wounds on any part of the body. * Known or suspected clinically significant active bleeding. * Inability to swallow oral medication; or the presence of a poorly controlled gastrointestinal disorder that could significantly affect the absorption of oral study drug - e.g. Crohn's disease, ulcerative colitis, chronic diarrhea (defined as \> 4 loose stools per day), malabsorption, or bowel obstruction. * patients with radiographic evidence of major airway or blood vessel invasion by cancer, radiographic evidence of intra-tumor cavitation, or gross hemoptysis (≥ one teaspoon) within the preceding 2 months. * Significant cardiovascular disease or condition including: * Congestive heart failure (CHF) that is uncontrolled on current therapy. * Class III or IV cardiovascular disease according to the New York Heart Association (NYHA) Functional Criteria. * Uncontrolled arrhythmia. * Severe conduction disturbance (e.g. 3rd degree heart block). * Unstable angina pectoris (i.e. last episode ≤ 6 months prior to first dose of protocol-indicated treatment). * Uncontrolled (per investigator judgment) hypertension. * Myocardial infarction within 6 months prior to starting trial treatment. * QTcF \>450 ms in men, or \>470 ms in women. * Deep vein thrombosis or pulmonary embolism ≤ 4 weeks before first dose of protocol-indicated treatment, unless adequately treated and stable. * Patients receiving therapeutic non-coumarin anticoagulation are eligible, provided they are on a stable dose (per investigator judgment) of anticoagulant. * Patients with active interstitial lung disease and non-infectious pneumonitis or a history of active interstitial lung disease or pneumonitis requiring treatment with steroids or that may interfere with the detection or management of suspected drug-related pulmonary toxicity. Patients with lung cancer with a remote history (\> 3 months ago) of pneumonitis following chemo-radiation treatment that has resolved are allowed. Note: Patients with Chronic Obstructive Pulmonary Disease (COPD) whose disease is controlled (per investigator judgment) at trial entry are not excluded. * CNS metastasis, unless asymptomatic and stable with no change in CNS disease status for at least two (2) weeks prior to initiating protocol-indicated treatment. * Anticonvulsant and/or corticosteroid prophylaxis (≤ 10 mg/day prednisone or equivalent daily) will be allowed if patient is on a stable or decreasing dose of such treatment for at least 14 days prior to initiating protocol-indicated treatment. * Any condition requiring systemic treatment with either corticosteroids (\> 10 mg/day prednisone or equivalent daily) or other immunosuppressive medications within 14 days prior to initiating protocol-indicated treatment. * In the absence of active autoimmune disease: Subjects are permitted the use of corticosteroids with minimal systemic absorption (e.g. topical, ocular, intra-articular, intranasal, and inhalational) ≤ 10 mg/day prednisone or equivalent daily; and physiologic replacement doses of systemic corticosteroids ≤ 10 mg/day prednisone or equivalent daily (e.g. hormone replacement therapy needed in patients with hypophysitis). * Active, known or suspected autoimmune disease. * Subjects with type I diabetes mellitus; hypothyroidism; or endocrine disorders requiring hormone replacement even if due to prior immunotherapy; skin disorders such as vitiligo, psoriasis or alopecia not requiring systemic treatment; or conditions not expected by the investigator to recur in the absence of an external trigger are permitted to enroll. * Uncontrolled (per investigator judgment) type I or type II diabetes mellitus. * Known positive test for Human Immunodeficiency Virus (HIV) or known Acquired Immunodeficiency Syndrome (AIDS). * Any active Hepatitis B or Hepatitis C infection. * Hepatitis B and C testing required ≤ 28 days prior to initiating protocol-indicated treatment, including at least: Hepatitis B surface antigen (HBV sAg); and Hepatitis C virus antibody (HCV Ab) or Hepatitis C virus RNA (HCV RNA). * Solid tumor transplantation * Immunization with any attenuated live vaccine within 1 week prior to initiating protocol-indicated treatment. * Active second malignancy or history of a previous second malignancy within the last 2 years that could in the opinion of the investigator interfere with their assessment of study treatment. * Exceptions include the following permitted conditions - provided a complete remission was achieved at least 2 years prior to initiating protocol-indicated treatment AND no additional therapy (with the exception of allowable anti-estrogen/androgen therapy or bisphosphonates) is ongoing or required during the trial period: non-melanoma skin cancers (e.g. basal or squamous cell); superficial bladder cancer; or carcinoma in situ of the prostate, cervix, or breast. * Known psychiatric condition, social circumstance, or other medical condition reasonably judged by the investigator to unacceptably increase the risk of study participation; or to prohibit the understanding or rendering of informed consent or anticipated compliance with and interpretation of scheduled visits, treatment schedule, laboratory tests and other study requirements.