Additional Study Information: The purpose of this research study is to determine the effectiveness and safety of envafolimab, an experimental drug that is not approved for use, when given alone or in combination with ipilimumab to stimulate your immune system to attack cancer cells. Envafolimab is an experimental (investigational) cancer drug that overrides the PD-1/PD-L1 checkpoint, which releases a second brake on immune cells that allows them to attack a cancer cell. This study represents the first time envafolimab will be given to sarcoma patients and the first time envafolimab will be given in combination with ipilimumab. Ipilimumab is a drug that is approved by the FDA for skin cancer, kidney cancer, colorectal cancer, and liver cancer that overrides the CTLA-4 checkpoint and is considered experimental in this study for patients with sarcoma.