Y-90 Radioembolization, Durvalumab, Tremelimumab, and Zanzalintinib for the Treatment of Unresectable and Locally-Advanced Hepatocellular Carcinoma

Inclusion Criteria: * Participant must provide written informed consent before any study-specific procedures or interventions are performed * Participants aged ≥ 18 years * Body weight \> 30 kg * Patients must have radiologically, or histologically or cytologically confirmed hepatocellular cancer that is not amenable to transplant or resection: * Barcelona Clinic Liver Cancer Stage B or C * Cirrhosis grade of Child-Pugh (CP) A or CP-B7 (excluding albumin-bilirubin \[ALBI\] grade 3) * Fibrolamellar and mixed hepatocellular/cholangiocarcinoma subtypes are not eligible * Disease must not be amenable to surgical resection, transplantation, or thermal ablation, or recurrent hepatocellular carcinoma (HCC) after a previous definitive therapy (surgery or thermoablative therapy) * Venous invasion (portal, hepatic, biliary) and infiltrative growth pattern are eligible * Eligible for Y-90 transarterial radioembolization (TARE) based on planning angiogram, with evidence of: * ≥ 30% hepatic reserve (i.e., untreated background liver) AND * Estimated lung exposure \< 30 Gy/ treatment (or 50 Gy cumulative total) * Patients with bi-lobar disease amenable to simultaneous or sequential TARE are eligible * Eastern Cooperative Oncology Group (ECOG) 0 - 1 at enrollment * Recovery to baseline or ≤ grade 1 (per Common Terminology Criteria for Adverse Events \[CTCAE\] version \[v\] 5.0) from toxicities related to any prior treatments, unless adverse events (AE\[s\]) are clinically non-significant and/or stable on supportive therapy * Hemoglobin ≥ 9 g/dL (≥ 90 g/L) (within 14 days before first dose of study treatment) * White blood cell count ≥ 2500/μL (within 14 days before first dose of study treatment) * Absolute neutrophil count (ANC) ≥ 1.5 × 10\^9/L (1500/μL), without granulocyte colony-stimulating factor support within 2 weeks of screening laboratory sample collection (within 14 days before first dose of study treatment) * Platelet count ≥ 75 × 10\^9/L (≥ 75,000/μL), without transfusion within 2 weeks of screening laboratory sample collection (within 14 days before first dose of study treatment) * Alanine aminotransferase (ALT) or aspartate aminotransferase (AST) ≤ 5 x upper limit of normal (ULN) (within 14 days before first dose of study treatment) * Alkaline phosphatase (ALP) ≤ 5 x ULN (within 14 days before first dose of study treatment) * Total bilirubin ≤ 2 mg/dL (≤ 34.2 μmol/L) or \< 2 x ULN, whichever is higher (within 14 days before first dose of study treatment) * Serum albumin ≥ 2.8 g/dL (within 14 days before first dose of study treatment) * International normalized ratio (INR) ≤ 1.7 x laboratory ULN (within 14 days before first dose of study treatment) * Stable renal function defined as serum creatinine ≤ 1.5 x ULN or calculated creatinine clearance (CrCL) ≥ 40mL/min (≥ 0.675mL/sec) using the Cockcroft-Gault equation (within 14 days before first dose of study treatment) * Urine protein/creatinine ratio (UPCR) ≤ 1 mg/mg (≤ 113.2 mg/mmol), or 24-h urine protein ≤ 1 g (within 14 days before first dose of study treatment) * Has at least one measurable target lesion based on modified Response Evaluation Criteria in Solid Tumors (mRECIST) * Participants must have at least one lesion that is amendable to biopsy * Participant are asked to consent to tumor biopsies for biomarker analysis of the acquired tissue at the following timepoints: pre-treatment, on-treatment (i.e., after completing the initial combination cycle of durvalumab, tremelimumab and zanzalintinib), and at time of disease progression. These biopsies are optional and are not required for study participation * Sexually active fertile participants and their partners must agree to use medically accepted methods of contraception (e.g., barrier methods, including male condom, female condom, or diaphragm with spermicidal gel) during the course of the study and for: * 96 days for sperm-producing participants or * 186 days for participants of child-bearing potential (POCBP) after the last dose of zanzalintinib. Additionally, sperm-producing participants must agree not to donate sperm and POCBP must agree to not donate eggs (ova, oocyte) for the purpose of reproduction during these same periods * POCBP must not be pregnant at screening. POCBP participants are considered to be of childbearing potential unless one of the following criteria is met: * Documented permanent sterilization (hysterectomy, bilateral salpingectomy, or bilateral oophorectomy) or documented postmenopausal status (defined as 12 months of amenorrhea in a woman \> 45 years-of-age in the absence of other biological or physiological causes. * Participants \< 55 years-of-age must have a serum follicle stimulating (FSH) level \> 40 mIU/mL to confirm menopause). * Note: Documentation may include review of medical records, medical examinations, or medical history interview by study site Exclusion Criteria: * Another primary tumor * Extrahepatic metastases * Known brain metastases or cranial epidural disease unless adequately treated with radiotherapy and/or surgery (including radiosurgery) and stable for at least 4 weeks before first dose of study treatment. * Note: Eligible participants must be neurologically asymptomatic and without corticosteroid treatment at the time of enrollment. * Note: Base of skull lesions without definitive evidence of dural or brain parenchymal involvement are allowed * Prior systemic therapy for HCC * Prior Y-90 radioembolization * Note: prior transarterial chemoembolization is permitted if \> 6 months prior to enrollment * Advanced liver disease with a CP-B7 (ALBI grade 3), CP-B8, CP-B9 or CP- C, or active gastrointestinal bleeding or encephalopathy or refractory ascites * Radiation therapy within 4 weeks before first dose of study treatment. Systemic treatment with radionuclides within 6 weeks before first dose of study treatment. Subjects with clinically relevant ongoing complications from prior radiation therapy are not eligible * Prior treatment with an anti-PD-1, anti-PD-L1, or anti-CTLA4 agent, or with an agent directed to another co-inhibitory T-cell receptor (e.g., TIGIT, LAG-3, TIM-3) * Prior treatment with zanzalintinib, cabozantinib, or similar class of multitargeted Tyrosine Kinase Inhibitor (mTKI) * Receipt of any type of small molecule kinase inhibitor (including investigational kinase inhibitor) within 2 weeks before first dose of study treatment * Participants cannot be on other forms of anti-cancer therapy at the same time, except as described within this protocol * Concomitant anticoagulation with coumarin agents (e.g., warfarin), direct thrombin inhibitors (e.g., dabigatran), direct factor Xa inhibitors (e.g., rivaroxaban), or platelet inhibitors (e.g., clopidogrel). Allowed anticoagulants are the following: * Prophylactic use of low-dose aspirin for cardio-protection (per local applicable guidelines) and low dose low molecular weight heparins (LMWH). * Therapeutic doses of LMWH or anticoagulation with direct factor Xa inhibitors rivaroxaban, edoxaban, or apixaban in participants without known brain metastases who are on a stable dose of the anticoagulant for at least 1 week before first dose of study treatment without clinically significant hemorrhagic complications from the anticoagulation regimen. * Note: participants must have discontinued oral anticoagulants within 3 days or 5 half-lives prior to first dose of study treatment, whichever is longer * Any complementary medications (e.g., herbal supplements or traditional medicines) to treat their HCC under study within 2 weeks before first dose of study treatment * Participant has uncontrolled, significant intercurrent or recent illness including, but not limited to, the following conditions: * Unstable of deteriorating cardiovascular disorders: * Congestive heart failure New York Heart Association Class 3 or 4, class 2 or higher, unstable angina pectoris, new-onset angina, serious cardiac arrhythmias (e.g., ventricular flutter, ventricular fibrillation, Torsades de pointes). * Uncontrolled hypertension defined as sustained blood pressure (BP) \> 140 mm Hg systolic or \> 90 mm Hg diastolic despite optimal antihypertensive treatment. * Stroke (including transient ischemic attack \[TIA\]), myocardial infarction (MI), or other clinically significant arterial thrombotic and/or ischemic event within 6 months before first dose of study treatment. * Pulmonary embolism (PE) or deep vein thrombosis (DVT) or prior clinically significant venous events within 3 months before first dose of study treatment. * Note: Participants with a diagnosis of DVT within 6 months are allowed if asymptomatic and stable at screening and are on a stable dose of the anticoagulant for at least 1 week before first dose of study treatment without clinically significant hemorrhagic complications from the anticoagulation regimen. * Note: Participants who don't require prior anticoagulation therapy may be eligible but must be discussed and approved by the Principal Investigator. * Prior history of myocarditis * Gastrointestinal (GI) disorders including those associated with a high risk of perforation or fistula formation: * Participant has evidence of tumor invading the GI tract, * Active peptic ulcer disease, inflammatory bowel disease (e.g., Crohn's disease), diverticulitis, cholecystitis, symptomatic cholangitis or appendicitis, or acute pancreatitis * Acute obstruction of the bowel, gastric outlet, or pancreatic or biliary duct within 6 months before first dose unless cause of obstruction is definitively managed and subject is asymptomatic * Abdominal fistula, GI perforation, bowel obstruction, or intra-abdominal abscess within 6 months before first dose of study treatment. * Note: Complete healing of an intra-abdominal abscess must be confirmed before first dose of study treatment. * Known gastric or esophageal varices that are untreated or incompletely treated with bleeding or high risk for bleeding. Participants treated with adequate endoscopic therapy (according to institutional standards) without any episodes of recurrent GI bleeding requiring transfusion or hospitalization for at least 6 months prior to study entry are eligible. * Ascites, pleural effusion, or pericardial fluid requiring drainage in last 4 weeks * Clinically significant hematuria, hematemesis, or hemoptysis of \> 0.5 teaspoon (2.5 ml) of red blood, or other history of significant bleeding (e.g., pulmonary hemorrhage) within 12 weeks before start of study intervention * Lesions invading a major blood vessel including, but not limited to, inferior vena cava, pulmonary artery, or aorta. Participants with lesions invading the hepatic portal vasculature are eligible * Elevated lung shunting precluding safe treatment with Y-90 within acceptable thresholds of lung exposure, defined as \> 30 Gy/treatment or 50 Gy total for multiple treatments * Patients with future liver remnant volume \< 30% after Y-90 treatment * Patients in whom Y-90 is deemed unsafe due to risks of extra-pulmonary non-target embolization * Any deposition to the GI tract (per 99mTc-MAA SPECT-CT or Cone Beam CT) * Hepatic artery catheterization is contraindicated (e.g., vascular abnormalities or bleeding diathesis) * Severe liver dysfunction, including hepatic encephalopathy, clinically evident ascites or treatment with diuretics for ascites * Type Vp4 Portal vein tumor thrombosis (PVTT) involvement and lack of Tc-99m MAA deposition on the PVT per Tc-99m MAA SPECT/CT * Participants with renal failure currently requiring dialysis of any kind are not eligible * Cavitating pulmonary lesion(s) or known endotracheal or endobronchial disease manifestation * Known allergy or hypersensitivity to any of the study drug or any of the study drug excipients * Other clinically significant disorders that would preclude safe study participation. * Active infection requiring systemic treatment. * Note: Prophylactic antimicrobial treatments (antibiotics, antimycotic, antiviral) are allowed. * Known human immunodeficiency virus (HIV) or acquired immunodeficiency syndrome (AIDS)-related illness except for participants meeting all of the following criteria: * On stable anti-retroviral therapy; * CD4+ T cell count ≥ 200/µL; and * An undetectable viral load. * Note: HIV testing is to be performed at screening if and as required by local regulation. * Note: To be eligible, participants taking CYP inhibitors (e.g., zidovudine, ritonavir, cobicistat, didanosine) or CYP3 inducers (efavirenz) must change to a different regimen not including these drugs 7 days prior to initiation of study treatment. Anti-retroviral therapies (ART) must have been received for at least 4 weeks prior to the first dose. * Note: CD4+ T cell counts, and viral load are monitored per standard of care by the local health care provider * Uncontrolled hepatitis B Virus (HBV) infection. Participants with controlled hepatitis B virus (HBV), defined as receiving effective antiviral therapy and adequate viral suppression (i.e., HBV deoxyribonucleic acid \[DNA\] ≤ 2000 IU/mL) are eligible. * Note: participants must meet liver function inclusion parameters (i.e., ALT, AST, bilirubin) * Hepatitis C (HCV) infection. Participants with active, controlled HCV infection are eligible provided liver function meets eligibility criteria and are receiving management of the disease per local institutional practice. * Serious non-healing wound/ulcer/bone fracture. * Note: non-healing wounds or ulcers are permitted if due to tumor-associated skin lesions. * Malabsorption syndrome * Pharmacologically uncompensated, symptomatic hypothyroidism. * Requirement for hemodialysis or peritoneal dialysis. * History of solid organ or allogenic stem cell transplant * Major surgery (e.g., GI surgery) within 8 weeks before first dose of study treatment. Minor surgeries (e.g., simple excision) within 5 days before first dose of study treatment. Participants must have complete wound healing from major surgery or minor surgery before first dose of study treatment. Participant with clinically relevant ongoing complications from prior surgery are not eligible * Corrected QT interval calculated by the Fridericia formula (QTcF) \> 470 ms per electrocardiogram (ECG) within 14 days before first dose of study treatment. Participants with a history of additional risk factors for torsades de pointes (e.g., long QT syndrome) are also excluded \[add reference for Fridericia formula\]. * Note: Triplicate ECG evaluations will be performed and the average of these 3 consecutive results for QTcF will be used to determine eligibility * Any active, known or suspected autoimmune disease will be excluded, with the following exceptions: * Type 1 diabetes mellitus. * Hypothyroidism only requiring hormone replacement. * Skin disorders (e.g., vitiligo, psoriasis, or alopecia) not requiring systemic treatment. * Conditions not expected to recur in the absence of an external trigger * Known positive test for tuberculosis infection if supported by clinical or radiographic evidence of disease * History of idiopathic pulmonary fibrosis, organizing pneumonia (e.g., bronchiolitis obliterans), drug induced pneumonitis, idiopathic pneumonitis, or evidence of active pneumonitis on screening chest computerized tomography (CT) scan. History of radiation pneumonitis in the radiation field (fibrosis) is permitted * Free thyroxine outside the laboratory normal reference range. Asymptomatic participants with free thyroxine abnormalities are eligible per investigator's discretion * Any condition requiring systemic treatment with either corticosteroids (\> 10 mg daily prednisone equivalent) or other immunosuppressive medications within 14 days before first dose of study treatment. Note the following exceptions: * Inhaled, intranasal, intra-articular, or topical steroids are permitted. * Adrenal replacement steroid doses \> 10 mg daily prednisone equivalent are permitted in the absence of active autoimmune disease. * Transient short-term use of systemic corticosteroids for allergic conditions (e.g., contrast allergy) is permitted * Prior allogeneic stem cell or solid organ transplantation * Receipt of a live, attenuated vaccine within 30 days prior to enrollment * Documented hepatic encephalopathy within 6 months before first dose of study treatment * Clinically meaningful ascites (i.e., ascites requiring paracentesis or escalation in diuretics) within 6 months before first dose of study treatment * Evidence of significant uncontrolled concomitant disease that could affect compliance with the protocol, safety of participation, or interpretation of results. This includes significant liver disease (such as cirrhosis, uncontrolled major seizure disorder, or superior vena cava syndrome) or any other serious medical condition or abnormality in clinical laboratory tests that meet these criteria in the investigator's opinion * Patient is pregnant or lactating * Inability to swallow tablets or ingest a suspension either orally or by a nasogastric (NG) or gastrostomy (PEG) tube, or unwillingness or inability to receive IV administration * Any other active malignancy at time of first dose of study treatment or diagnosis of another malignancy within 2 years prior to first dose of study treatment that requires active treatment, except for superficial skin cancers, or localized, low-grade tumors deemed cured and not treated with systemic therapy. Incidentally diagnosed prostate cancer is allowed if assessed as stage ≤ T2N0M0 and Gleason score ≤ 6 * History of psychiatric illness likely to interfere with ability to comply with protocol requirements or give informed consent * Participants with any condition that, in the opinion of the investigator, could jeopardize the participant's safety or adherence to the study protocol