Inclusion Criteria:  All patients, all parts of the study  Histologically- or cytologically-proven advanced, solid tumour that cannot be removed surgically and for which there is no curative therapy and no alternative therapy is felt to be appropriate. At least one measurable lesion Male or female, 18 years of age or older at the time of signing informed consent. Eastern Cooperative Oncology Group (ECOG) performance status 0 or 1. Estimated life expectancy of ≥12 weeks. Resolution of all acute reversible toxic effects of prior therapy or surgical procedure to baseline or Grade ≤1 (except alopecia). Adequate iron stores (defined as serum ferritin >100 ng/mL and transferrin saturation [TSAT] >20%) without significant iron overload (defined as serum ferritin < 800 ng/mL). Adequate organ function Capable of giving signed informed consent which includes compliance with the requirements and restrictions listed in the informed consent form (ICF). At least one lesion that is measurable according to iRECIST/RECIST 1.1 and amenable to direct IT injection, i.e., a lesion that is visible, palpable, or detectable by ultrasound, and accessible for direct IT injection (injection via an endoscope is not allowed for Part A at least; ultrasound and/or radiological guidance is allowed).  Exclusion Criteria:  All patients, all parts of the study  Prior malignancy that could affect compliance with the protocol or interpretation of results. Patients curatively treated more than 2 years prior to enrolment, and patients with adequately treated basal cell or squamous cell skin cancer, or carcinoma in situ, are generally eligible. Known central nervous system (CNS) metastases. Patients who have previously received an allogeneic bone marrow or stem cell transplant or with congenital or acquired immunodeficiency or receiving immunosuppressive therapy (including any dose of systemic corticosteroids). Patients should have recovered immunologically from any prior immunomodulatory therapies such as CD20-targeted antibodies. Patients receiving inhaled corticosteroids for asthma or chronic obstructive pulmonary disease, and patients on steroid replacement therapy (e.g. due to prior adrenalectomy or hypophysectomy) are eligible at the investigator's discretion. Patients likely to require immunosuppressive treatment with systemic steroids or other agent (e.g., patients with frequent exacerbations of asthma) should not enter the study. Patients with active uncontrolled infection or known to be serologically positive for human immunodeficiency virus (HIV), hepatitis B or hepatitis C infection. Patients with recent major infection (such as pneumonia in the previous 4 weeks) should have recovered to preillness levels with resolution of reversible infection-related symptoms for at least one week prior to starting T3P. Patients with a documented Yersinia infection in the 12 weeks prior to treatment or with detectable Y. enterocolitica in a baseline stool sample (based on routine culture at site). Patients who have recently received antibiotics that could affect the viability of T3P (at least 5 half-lives should have elapsed since the last dose). Patients with known cardiac valvular disease or arterial aneurysms, artificial heart valves and other implanted prostheses (such as joint replacements) that cannot be easily removed or replaced. Patients with central venous access devices are allowed in the study but T3P should be administered by peripheral vein, whenever possible. Patients with a history of bacterial endocarditis, regardless of the organism, are excluded from the study. Patients with a history of clinically significant autoimmune conditions, major cardiac arrhythmia or ischaemia, New York Heart Association class III/ IV cardiac failure or coronary angioplasty in the previous 6 months. Patients who are allergic to chloramphenicol or to all of the following antibiotics: co-trimoxazole, doxycycline, ceftriaxone and cefotaxime. Patients with a bleeding diathesis or receiving therapeutic doses of anticoagulants unless the lesion(s) to be injected are superficial and at low risk of bleeding. Patients receiving lower doses of anticoagulants, aspirin or clopidogrel may be eligible at the investigator's discretion, depending on the site of lesions to be injected and perceived risk of bleeding. Previous severe hypersensitivity reaction to treatment with Check Point Inhibitor (CPI) or other monoclonal antibody. History of severe immune-related adverse effects (irAEs) for greater than 12 weeks. CPI-related AEs (including irAEs) must have resolved back to Grade 0-1 and patients received no corticosteroids for irAEs for at least two weeks prior to first dose of pembrolizumab in the study. History of interstitial lung disease or prior pneumonitis requiring systemic corticosteroid therapy. In case of uncertainty, a high-resolution computed tomography (HRCT) should be performed at baseline. Patients at high risk of bowel perforation, history of acute diverticulitis, intra-abdominal abscess or abdominal carcinomatosis).