Inclusion Criteria:  To be eligible for participation in this study, subjects must meet all the following:  At least 18 years of age at the time of signing the Informed Consent Form (ICF) prior to initiation of any study specific activities/procedures. Stage 3 or Stage 4 NSCLC who either progressed or relapsed after ICI, as defined by the Society for Immunotherapy of Cancer (SITC) immunotherapy resistance task force Must have histologically or cytologically confirmed NSCLC. At least one measurable target lesion that meets the definition of RECIST v1.1. Willing to provide archived tumor tissue samples either formalin fixed paraffin embedded (FFPE) block OR at least 10 unstained slides. Life expectancy of greater than 12 weeks. Eastern Cooperative Oncology Group (ECOG) performance status of 0-1.  Demonstrate adequate organ function as defined below. All screening laboratories should be performed within 14 days of initiating IP:  Bone marrow function: neutrophil count ≥ 1500/mm3, hemoglobin ≥ 9.0 g/dL, platelet count ≥ 100,000/mm3; Liver function: total bilirubin ≤ 1.5 x the upper limit of normal (ULN) based on the standard value of each institution, aspartate aminotransferase (AST) and alanine aminotransferase (ALT) ≤ 2.5 x ULN; Renal function: serum creatinine ≤ 1.5 x ULN based on the reference laboratory. Female or male subjects.  Women of childbearing potential (WOCBP) must have negative serum pregnancy test (minimum sensitivity 25 IU/L or equivalent units of human chorionic gonadotropin [HCG]) within 72 hours prior to receiving the first administration of IP.  Contraception use by men or women should be consistent with local regulations regarding the methods of contraception for those participating in clinical studies.  WOCBP must agree to use a highly effective birth control and refrain from oocyte donation during the study (prior to the first dose with THIO, for the duration of the treatment with THIO plus 6 months after last dose of IP), if conception is possible during this interval. Male subjects and WOCBP partners of male subjects should use a combination of a male condom from first dose of THIO (Cycle 1, Day 1), for the duration of the treatment with THIO plus 6 months after last dose of IP, unless permanently sterile by bilateral orchidectomy. Male subjects should also refrain from sperm donation during this time. Capable of giving signed informed consent which includes compliance with the requirements and restrictions listed in the ICF and in this protocol.  Exclusion Criteria:  Have not recovered from adverse events (must be Grade ≤1) due to agents administered more than 4 weeks earlier. Untreated or symptomatic central nervous system (CNS) metastases. Note: subjects with treated asymptomatic brain metastasis are eligible. Active gastrointestinal bleeding as evidenced by either hematemesis or melena. History of another concurrent malignancy other than the present condition (except nonmelanoma skin cancer or carcinoma in situ of the cervix), unless in complete remission and off all therapy for that disease for a minimum of 3 years. A condition requiring systemic treatment with either corticosteroids (> 10 mg daily prednisone equivalents) or other immunosuppressive medications within 14 days of study drug administration. Inhaled or topical steroids, adrenal replacement doses 10 mg daily prednisone equivalents, and systemic corticosteroids to manage adverse events (AEs) are permitted in the absence of active autoimmune disease. Active, uncontrolled bacterial, viral, or fungal infections, requiring systemic therapy within 2 weeks of screening. Positive for Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies), active hepatitis B or hepatitis C. Significant cardiovascular impairment (history of New York Heart Association Functional Classification System Class III or IV) or a history of myocardial infarction or unstable angina within the past 6 months prior to IP initiation. Ongoing immune-related/stimulated adverse events (irAEs) from other agents or required permanent discontinuation of prior ICIs due to immune-related AEs (irAEs).  Active autoimmune diseases or history of autoimmune diseases that may relapse, with the following exceptions:  Controlled type 1 diabetes; Hypothyroidism (provided it is managed with hormone replacement therapy only); Controlled celiac disease; Skin diseases not requiring systemic treatment (eg, vitiligo, psoriasis, or alopecia); Any other disease that is not expected to recur in the absence of external triggering factors. Pregnancy or lactating. A serious nonmalignant disease (eg, psychiatric, substance abuse, uncontrolled intercurrent illness, etc.) that could compromise protocol objectives in the opinion of the investigator and/or the Sponsor. Any other condition that, in the opinion of the investigator, would prohibit the subject from participating in the study. Prior chemotherapy, targeted therapy, and immunotherapy within the 28 days prior to Screening. Undergone major surgery within 4 weeks prior to Cycle 1, Day 1. Received blood, red blood cell or platelet transfusion within 2 weeks before the first dose of IP. Any vaccines (live, attenuated, inactivated or research vaccines) within 30 days prior to the first dose of IP. Seasonal influenza vaccines for injection are generally killed virus vaccines and are allowed. Actively participating in another clinical study. Currently enrolled in a clinical study involving another IP or nonapproved use of a drug or device, or concurrently enrolled in any other type of medical research judged not to be scientifically or medically compatible with this study. Participated, within the last 30 days, in a clinical study involving an IP (other than the IP used in this study), unless a minimum of 30 days or 5 half-lives (whichever is longer) have passed before enrollment in the present clinical study. History of allergy to excipients of THIO or cemiplimab.