A Study of E7386 in Combination With Pembrolizumab in Previously Treated Participants With Selected Solid Tumors

Inclusion Criteria 1. Male or female, age \>=18 years at the time of informed consent 2. Have a histologically or cytologically-documented, advanced (metastatic and/or unresectable) selected solid tumor for which prior standard systemic therapy has failed. Selected tumor types: melanoma (excluding uveal melanoma), CRC, HCC 3. Eastern Cooperative Oncology Group (ECOG) performance status 0 or 1 4. Must have disease progression on current or since the last anticancer treatment 5. At least one measurable lesion by computer tomography (CT) or magnetic imaging resonance (MRI) based on RECIST 1.1 6. Adequate organ function and serum mineral level per blood work as confirmed by the investigator 1. Calcium (albumin-corrected) within normal range 2. Potassium within normal reference range 3. Magnesium less than or equal to (\>=) 1.2 milligram per deciliter (mg/dL) or 0.5 millimoles per litre (mmol/L). 7. Melanoma cohort (Phase 2), participants must have: * Unresectable Stage III or Stage IV melanoma, not amenable to local therapy. * Received only 1 or, if BRAF mut +ve, 2 lines of therapies locally advanced or metastatic setting prior to study enrolment. Note: Adjuvant anti-PD-1/PD-L1 mAb/ BRAF inhibitor treatment will be counted as prior line of treatment if relapse occurred during active treatment or within 12 weeks of treatment discontinuation. 8. CRC cohort (Phase 2), participants must have received at least 2 prior systemic therapies in adjuvant and/or metastatic setting (not exceeding 4 lines of therapies in the metastatic setting, progressed on at least 1 prior regimen in the metastatic setting or could not tolerate standard treatment) 9. Participants with HCC cohort (Phase 2) must have: * Stage B (not amenable to locoregional therapy or refractory to locoregional therapy, and not amenable to a curative treatment) or stage C based on Barcelona Clinic Liver Cancer \[BCLC\] staging System and Child-Pugh class A only. * Have received only 1 prior line of systemic therapy in the locally advanced or metastatic setting, and must have progressed on treatment with an anti-PD-1/L1 monoclonal antibodies (mAb) administered either as monotherapy, or in combination 10. Must agree to take Vitamin D continuous supplementation as per local institutional guideline/ investigator's clinical discretion if their 25-hydroxyvitamin D levels are less than 10 nanogram per milliliter (ng/mL). 11. Triplet treatment cohorts only: Adequately controlled blood pressure (BP) with or without antihypertensive medications, defined as BP \<=150/90 millimeter of mercury (mmHg) at Screening/Baseline and no change in antihypertensive medications within 1 week before starting treatment in this study. Exclusion Criteria 1. Have present or progressive accumulation of pleural, ascitic, or pericardial fluid requiring drainage or diuretic drugs within 2 weeks prior to study drug administration. The participant can receive diuretic drugs as needed per the treating physician. Consult with the sponsor if the participant has more than trivial/trace fluid accumulation. 2. Prior treatment with E7386 or prior therapy with anti-PD-1, anti-PD-L1, or anti PD-L2 agent or with an agent directed to another stimulatory or co-inhibitory T-cell receptor (example, CTLA-4, OX 40, CD137) that was discontinued due to a Grade 3 or higher immune-related (ir)AE 3. Participants with central nervous system (CNS) metastases are not eligible unless they are previously treated are radiologically stable, that is, without evidence of progression for at least 4 weeks by repeat imaging (note that the repeat imaging should be performed during study screening), and are clinically stable and without requirement of steroid treatment for at least 14 days prior to first dose of study treatment 4. Any active infection requiring systemic treatment 5. Have severe hypersensitivity to study drugs and/or any of its excipients 6. Have a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to the first dose of study drug. 7. Have an active autoimmune disease that has required systemic treatment in the past 2 years 8. Have a history of (non-infectious) pneumonitis that required steroids or has current pneumonitis 9. Any bone disease/conditions as follows: * Osteoporosis with T-score \<-2.5 by DXA scan * Metabolic bone disease, such as hyperparathyroidism, Paget's disease or osteomalacia * Symptomatic hypercalcemia requiring bisphosphonate therapy * History of any fracture within 6 months prior to starting study drug * History of symptomatic vertebral fragility fracture or any fragility fracture * Moderate or severe morphometric vertebral fracture at baseline. * Any condition requiring orthopedic intervention. * Bone metastases not being treated with a bisphosphonate or denosumab 10. Active viral hepatitis (B or C) as demonstrated by positive serology for participants with melanoma and CRC. Dual active hepatitis B virus (HBV) infection and hepatitis C virus (HCV) infection at study entry for participants with HCC 11. Known to be human immunodeficiency virus (HIV) positive 12. Received blood/platelet transfusion or G-CSF within 4 weeks before study entry 13. For Melanoma only, participants with ocular melanoma are excluded. Note: Participants with mucosal melanoma will not exceed 20% of the enrolled participants in melanoma cohort in Phase 2. 14. For CRC only, participants are excluded if: \- have a tumor that is microsatellite instability high (MSI H)/ DNA mismatch repair-deficient (dMMR) positive 15. For HCC only, participants are excluded if: * Clear invasion to bile duct * Have had esophageal or gastric variceal bleeding within the last 6 months. Participants in triplet treatment cohorts will be screened for esophageal or gastric varices unless such screening has been performed in the past 3 months before first dose of treatment. If varices are present, they should be treated according to institutional standards before starting study intervention; esophageal or gastric varices that require interventional treatment within 28 days prior to first dose of study drug are excluded * History of hepatic encephalopathy within 6 months prior to starting study drug unresponsive to therapy within 3 days. Participants on rifaximin or lactulose during screening to control their hepatic encephalopathy are not allowed 16. For participants in the triplet treatment cohorts only: * Proteinuria greater than (\>) 1+ on urine dipstick testing will undergo 24-hour urine collection for quantitative assessment of proteinuria. Participants with urine protein \>=1 gram per 24 hours (g/24 hours) will be ineligible * Bleeding or thrombotic disorders or use of anticoagulants requiring therapeutic INR monitoring (example, warfarin or similar agents). Treatment with low molecular weight heparin and factor X inhibitors is permitted * Clinically significant hemoptysis from any source or tumor bleeding within 3 weeks prior to the first dose of study drug * Pre-existing \>=Grade 3 gastrointestinal or non-gastrointestinal fistula