Pembrolizumab and Lenvatinib/Chemotherapy for Poorly Differentiated/Anaplastic Thyroid Cancer

Inclusion Criteria: 1. Male or female subjects ≥ 18 years of age. 2. Willingness to participate in the research by signing an informed consent form approved by the research ethics committee. 3. ECOG status 0 or 1 or 2. 4. Measurable disease according to RECIST 1.1, as defined by the investigator. 5. Patients with a histologically confirmed disease (according to the pathologist's report) that meets one of the following criteria (according to the 2010 WHO classification): Poorly differentiated iodine-refractory thyroid tumors in the first line or after switching to chemotherapy or investigational drugs or anaplastic thyroid cancer in the first line or after switching to chemotherapy or investigational drugs. The primary tumor may or may not be removed, but the risk of aerodigestive compression or bleeding should be excluded. 6. Radioactive iodine resistant disease (RAI), which is defined by one or more of the following criteria: * One or more measurable lesions that do not show RAI uptake. * One or more measurable lesions progressing on RECIST 1.1 = \<14 months prior RAI therapy * One or more measurable lesions are present after a cumulative dose of RAI\> = 600 mCi * One or more measurable lesions that are F-18 fludeoxyglucose (FDG) -avid (\> 5 standardized absorbance value \[SUV\]) if positron emission tomography (PET) / CT is performed; these lesions can also be RAI-active 7. Patients with inoperable locally advanced disease or metastases. Patients who do not want to undergo surgery or radiation are also eligible. Patients with the BRAFV600E mutation who are unable to take FDA-approved drugs, dabrafenib / trametinib, or established progression with therapy are eligible for study treatment if documented. 8. Ability to collect samples, including blood and tumors, for translational studies. 9. Weight over 30 kg. 10. Recovery from toxicity associated with any prior treatment to grade ≤ 1, unless adverse events (AEs) are clinically significant and / or are stable with maintenance therapy. 11. Ability to swallow pills or have a gastrostomy. 12. Normal organ and bone marrow function as defined below (obtained = \<30 days prior to study entry): * Hemoglobin ≥ 9.0 g / dL. * Absolute neutrophil count (ANC)\> 1500 per mm. * Platelet count ≥ 100,000 per mm. * Serum bilirubin ≤ 1.5 times the upper limit of normal (ULN) if liver metastases are absent, in which case it should be ≤ 2X ULN. This does not apply to patients with confirmed Gilbert's syndrome (persistent or recurrent hyperbilirubinemia, which is predominantly unconjugated in the absence of hemolysis or liver pathology); however, they will only be admitted after consulting their doctor. * Aspartate transaminase (AST) (SGOT) / alanine aminotransferase (ALT) (SGPT) ≤ 2.5x the institutional upper limit of normal, unless liver metastases are present, in which case it should be ≤ 3x ULN. * Measured creatinine clearance (CL)\> 40 ml / min or Estimated creatinine clearance\> 40 ml / min using the Cockcroft-Gault formula (Cockcroft and Gault, 1976) or 24-hour urine collection to determine creatinine clearance. * Albumin\> = 2.5 mg / dL (received = \<30 days prior to registration) * International normalized ratio (INR) or prothrombin time (PT) = \<1.5 X ULN if the subject is not receiving anticoagulant therapy while PT or partial thromboplastin time (PTT) is within the therapeutic range of the intended use of anticoagulants * Activated partial thromboplastin time (APTT) = \<1.5 x ULN if the subject is not receiving anticoagulant therapy while the PT or PTT is within the therapeutic range of the intended use of anticoagulants 13. Adequately controlled blood pressure with or without antihypertensive drugs, defined as blood pressure (BP) \<150/90 mm Hg. 14. Female subjects of childbearing age (not surgically sterile or at least 2 years of age in postmenopausal women) must present a negative pregnancy test at screening and use a medically accepted double-barrier method of contraception (e.g. spermicide condom + IUD or cervical caps). In addition, they must agree to continue using this double-barrier method for the duration of the study and for 4 months after the end of study participation. Women will be considered postmenopausal if they have had amenorrhea within 12 months without an alternative medical cause. The following age requirements apply: 1. Women under 50 are considered to be posttmenopausal if they have had amenorrhea for 12 months or more after stopping treatment with exogenous hormones, and if they have postmenpausal levels of luteinizing hormone and follicle-stimulating hormone or have undergone surgical sterilization (bilateral oophorectomy or hysterectomy) 2. Women over 50 years of age will be considered postmenopausal if they have had amenorrhea for 12 months or more after stopping all exogenous hormonal drugs with the last menstrual period\> 1 year ago, had a menopause caused by chemotherapy with the last menstrual period\> 1 year ago, or underwent surgery sterilization (bilateral oophorectomy, bilateral salpingectomy or hysterectomy). 15. Men must agree to abstain from intercourse with a female partner or agree to use a double-barrier method of contraception (for example, a spermicide condom, in addition to the fact that their female partner is using some form of contraception, such as an intrauterine device (IUD) or cervical caps), at the time of the study and for 4 months after the end of participation in the study. 16. Patient willingness and ability to adhere to protocol throughout the study, including undergoing treatment, and availability for scheduled visits and examinations, including follow-up. Exclusion Criteria: 1. The presence of a confirmed BRAF mutation. 2. Concurrent participation in another clinical trial if it is not an observational (non-interventional) clinical trial or during the follow-up period of an interventional trial 3. Pretreatment with any immune checkpoint inhibitor therapy (eg anti-CTLA4, -PD-1 or -PD-L1). 4. Taking any type of low molecular weight kinase inhibitors (including the investigational kinase inhibitor) for 2 weeks or 5 half-lives of the agent, whichever is greater. 5. Receiving any type of anti-tumor antibodies (including test antibodies) or systemic chemotherapy within 2 weeks before starting treatment. 6. Current or previous use of immunosuppressants within 2 weeks prior to the first dose of study drugs, with the exception of intranasal and inhaled corticosteroids or systemic corticosteroids at physiological doses that should not exceed 10 mg / day of prednisone or an equivalent corticosteroid. 7. Active or previously documented autoimmune disease within the past 2 years. Note: Patients with vitiligo, Graves' disease or psoriasis who do not require systemic treatment (within the last 2 years) are not excluded. 8. Active or previously documented inflammatory bowel disease (eg Crohn's disease and ulcerative colitis). 9. History of allogeneic organ transplantation. 10. Subjects diagnosed with immunodeficiency or receiving systemic steroid therapy or any other form of immunosuppressive therapy within 28 days prior to the first dose of study treatment. 11. Received radiation therapy for bone metastases within 2 weeks or any other radiation therapy within 4 weeks prior to enrollment. Subjects with clinically significant ongoing complications from previous radiation therapy that have not completely resolved are not eligible for the study (eg, radiation esophagitis or other internal inflammation). 12. Presence of metastases in the brain or epidural disease of the skull without adequate treatment with radiation therapy and / or surgery (including radiosurgery). Eligible patients should be neurologically asymptomatic and not receive corticosteroid medications during investigational treatment. 13. Concomitant therapy with oral anticoagulants (eg warfarin, direct thrombin and factor Xa inhibitors) or platelet inhibitors (eg clopidogrel), with the exception of the following approved anticoagulants: * Low-dose aspirin for cardioprotection (in accordance with current local guidelines) and low-dose low molecular weight heparins (LMWH). * Anticoagulant therapy with therapeutic doses of LMWH in subjects without known brain metastases who received a dose of LMWH for at least 6 weeks prior to enrollment and who had no clinically significant hemorrhagic complications from the anticoagulation regimen or tumor. 14. Subject has an uncontrolled, serious underlying medical condition or recent illness, including but not limited to the following conditions: A) Cardiovascular diseases: * Congestive heart failure, grade 3 or 4 as defined by the New York Heart Association, unstable angina, and severe cardiac arrhythmias. * Uncontrolled hypertension, defined as sustained blood pressure\> 150 mm Hg. Systolic or diastolic\> 100 mmHg * Stroke, including transient ischemic attack (TIA), myocardial infarction, other ischemic events or thromboembolic event, such as deep vein thrombosis (DVT) and pulmonary embolism) within 6 months prior to inclusion. Subjects with a later diagnosis of DVT are eligible if they are stable, asymptomatic, and have received LMWH for at least 6 weeks prior to study treatment. B) Gastrointestinal disorders (eg malabsorption syndrome or obstruction of the gastric outlet), including those associated with a high risk of perforation or fistula formation: * Active peptic ulcer disease, inflammatory bowel disease, ulcerative colitis, diverticulitis, cholecystitis, symptomatic cholangitis or appendicitis, acute pancreatitis or acute obstruction of the pancreas or bile ducts, or obstruction of the gastric outlet. * Abdominal fistula, gastrointestinal perforation, bowel obstruction, or intra-abdominal abscess within 6 months prior to inclusion. Note: Complete healing of the intra-abdominal abscess must be confirmed before starting treatment. C) Clinically significant vomiting or hemoptysis\> 0.5 teaspoon (\> 2.5 ml) of red blood or other significant bleeding in history within 3 months prior to treatment. D) Interstitial lung lesions or known manifestations of endobronchial disease. F) Lesions invading the main pulmonary blood vessels. F) Other clinically significant disorders such as: * An active infection requiring systemic treatment, infection with human immunodeficiency virus or disease associated with acquired immunodeficiency syndrome, or chronic infection with hepatitis B or C. * Serious non-healing wound / ulcer / bone fracture. * Moderate or severe liver failure (Child-Pugh B or C). * The need for hemodialysis or peritoneal dialysis. * Uncontrolled diabetes mellitus. * History of solid organ transplantation. 15. Major surgery (such as gastrointestinal surgery and removal or biopsy of brain metastases) within 8 weeks prior to inclusion. Complete wound healing from major surgery should occur 4 weeks before the study treatment, and after minor surgery (eg, simple excision, tooth extraction) at least 10 days before the study treatment. Patients with clinically significant ongoing complications from prior surgery are not eligible. 16. Adjusted QT interval calculated by Fridericia formula (QTcf)\> 500 ms for 28 days prior to study treatment. Note: If a single ECG displays a QTCf with an absolute value\> 500 ms, two additional ECGs at approximately 3 min intervals must be performed within 30 minutes of the initial ECG, and the average of these three consecutive results will be used to assess eligibility for study participation. 17. Pregnant (test must be done no later than 7 days before the start of the study) or lactating mothers. 18. Received any live vaccine = \<30 days prior to study initiation. 19. Inability to swallow pills and lack of gastrostomy. 20. Previously identified allergy or hypersensitivity to the components of the investigational dosage forms. 21. Diagnosis of other malignant neoplasm within 3 years prior to study treatment, with the exception of superficial skin cancer or localized low-grade tumors that are considered cured and untreated by systemic therapy. 22. ADDITIONAL EXCLUSION CRITERION FOR COHORT 1 (pembrolizumab + lenvatinib): The presence of invasion (germination) of the tumor into the major great vessels or the presence of clinically significant blood clots in the arteries or veins.