Substudy 01I: A Study of Investigational Agents in Participants With Previously Treated Stage IV Squamous Non-small Cell Lung Cancer (NSCLC) (MK-3475-01I/KEYMAKER-U01I)

Prior treatment

• Clinically severe pulmonary compromise resulting from intercurrent pulmonary illnesses including, but not limited to, any underlying pulmonary disorder (ie, pulmonary emboli within 3 months, severe asthma, severe chronic obstructive pulmonary disease, restrictive lung disease, pleural effusion, etc), or any autoimmune, connective tissue, or inflammatory disorders with pulmonary involvement (ie, rheumatoid arthritis, Sjogren's syndrome, sarcoidosis, etc), or prior pneumonectomy
• Participants who have adverse events (AEs) (other than alopecia) due to previous anticancer therapies must have recovered to ≤Grade 1 or baseline
• Has previously received docetaxel as monotherapy or in combination with other therapies
• Active inflammatory bowel disease requiring immunosuppressive medication or previous clear history of inflammatory bowel disease (eg, Crohn's disease, ulcerative colitis, or chronic diarrhea)
• Has not adequately recovered from major surgery or have ongoing surgical complications

Other illness

• Diagnosis of small cell lung cancer or, for mixed tumors, presence of small cell elements
• Has uncontrolled or significant cardiovascular disorder
• Has clinically significant corneal disease
• Known additional malignancy that is progressing or has required active treatment within the past 3 years
• Evidence of any leptomeningeal disease
• Has one or more of the following indicators of interstitial lung disease (ILD)/pneumonitis: any history of ILD/pneumonitis irrespective of steroid use (except for a history of radiation pneumonitis that did not require steroids), current diagnosis of ILD, clinical or radiographic suspicion of ILD
• Active autoimmune disease that has required systemic treatment in the past 2 years. Replacement therapy (eg, thyroxine, insulin, or physiologic corticosteroid) is allowed
• Active infection requiring systemic therapy
• HIV-infected participants with a history of Kaposi's sarcoma and/or Multicentric Castleman's Disease
• Known history of, or active, neurologic paraneoplastic syndrome
• History of allogeneic tissue/solid organ transplant

Other

• The main exclusion criteria include but are not limited to the following:
• Has known untreated central nervous system (CNS) metastases and/or carcinomatous meningitis

• The main inclusion criteria include but are not limited to the following:
• Histologically or cytologically confirmed diagnosis of Stage IV squamous non-small cell lung cancer (NSCLC)
• Has documented disease progression per Response Evaluation Criteria In Solid Tumors 1.1 (RECIST 1.1), as assessed by investigator after receiving an anti-programmed cell death protein 1 (anti-PD-1)/programmed cell death ligand 1 (PD-L1) treatment and platinum-based chemotherapy for Stage IV disease
• Human immunodeficiency virus (HIV)-infected participants must have well controlled HIV on antiretroviral therapy (ART)
• Participants who are Hepatitis B surface antigen (HBsAg) positive are eligible if they have received Hepatitis B virus (HBV) antiviral therapy for at least 4 weeks, and have undetectable HBV viral load
• Participants with history of Hepatitis C virus (HCV) infection are eligible if HCV viral load is undetectable