Additional Study Information: This study is being done to determine if a new investigational drug, LNS8801, is safe and helpful in patients with cancer that have not improved and where there are no additional standard treatment options. LNS8801 is an agonist of the G protein-coupled estrogen receptor (GPER), meaning that it can bind to this protein and turn on signaling inside the cell. Studies in animals have shown that increasing GPER activity can inhibit the growth of many types of cancer, shrink the cancer, and help the immune system remove the cancer from the body. Some patients will also receive LNS8801 in combination with pembrolizumab, which is an FDA-approved monoclonal antibody that is used to treat various types ofcancer by helping your immune system to fight cancer. Some patients will receive pembrolizumab to determine the effectivness of LNS8801 in treating cancer when given with and without pembrolizumab. Cancers include: bladder cancer, breast cancer, esophageal cancer, ovarian cancer, kidney cancer, liver cancer, lung cancer, lymphoma, melanoma, pancreatic cancer, prostate cancer, and soft tissue sarcoma.