Inclusion Criteria:

          -  Be willing and able to provide written informed consent for the trial

          -  Histologically or cytologically confirmed pancreatic adenocarcinoma with metastasis or
             other locally advanced un-resectable solid tumor malignancies (during the phase Ib and
             pancreatic cancer during phase II) deemed appropriate by the investigator except
             melanoma

          -  Patients will have had at least 2 prior therapies for locally advanced, unresectable
             and/or metastatic disease. Adjuvant therapy will count as one line of therapy if
             disease progression occurred during treatment or within 6 months of completion.
             Patients with metastatic pancreatic cancer must have received either
             fluorouracil/Irinotecan/leucovorin calcium/oxaliplatin (FOLFIRINOX) or a
             gemcitabine-based regimen as one of their prior lines of therapy. Patients with
             germline BRCA mutations must have received olaparib as maintenance therapy

          -  Be willing to undergo an image-guided biopsy of a tumor lesion at baseline, after 2
             weeks of IT injection and 4 weeks of IT injection (week 4 and 6), unless tumor is
             considered inaccessible or biopsy is otherwise considered not in the patients best
             interest

          -  Have a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG)
             performance scale

          -  Subjects must have at least one extra-central nervous system (CNS), non-bone tumor
             lesion amenable for IT injection >= 1.5 cm and that is not in close proximity or
             encasing crucial structures such as major blood vessels, trachea, nerve bundles etc.
             Measurable disease is required in a minimum of two lesions (one injected and one
             other) and there must be at least one measurable lesion in addition to the one being
             injected

          -  Absolute neutrophil count (ANC) >= 1.5 x 10^9/L

          -  Platelets >= 100 x 10^9/L

          -  Hemoglobin >= 9 g/dL without transfusions within 7 days of assessment (transfusions
             are allowed prior to this period)

          -  Serum creatinine =< 1.5 X upper limit of normal (ULN) OR measured or calculated
             creatinine clearance (glomerular filtration rate [GFR] can also be used in place of
             creatinine or creatinine clearance [CrCl]) >= 60 mL/min for subject with creatinine
             levels > 1.5 X institutional ULN

               -  Creatinine clearance should be calculated per institutional standard

          -  Serum total bilirubin =< 1.5 X ULN OR

          -  Aspartate transaminase (AST) (serum glutamic-oxaloacetic transaminase [SGOT]) and
             alanine transferase (ALT) (serum glutamate pyruvate transaminase [SGPT]) =< 2.5 X ULN
             OR =< 5 X ULN for subjects with liver metastases

          -  Albumin >= 2.5 mg/dL

          -  International normalized ratio (INR) or prothrombin time (PT) =< 1.5 X ULN

               -  NOTE: Low molecular weight heparin at full dose or prophylactic dose is allowed
                  as long as the treating physician deems it safe to hold the low molecular weight
                  heparin (LMWH) on the day before and the day of the intra-tumoral injection. No
                  other anti-coagulants are permitted

               -  Because of the intratumor injections patients cannot be on any anticoagulants
                  other than LMWH

          -  Activated partial thromboplastin time (aPTT) =< 1.5 X ULN

               -  NOTE: Low molecular weight heparin at full dose or prophylactic dose is allowed
                  as long as the treating physician deems it safe to hold the LMWH on the day
                  before and the day of the intra-tumoral injection. No other anti-coagulants are
                  permitted.

               -  Because of the intratumor injections patients cannot be on any anticoagulants
                  other than LMWH

          -  Female participants of childbearing potential should have a negative serum pregnancy
             test within 24 hours prior to receiving first dose of trial medication

          -  A female participant is eligible to participate if she is not pregnant, not
             breastfeeding, and at least one of the following conditions applies:

               -  Not a woman of childbearing potential (WOCBP)

                    -  A female of child-bearing potential is any woman (regardless of sexual
                       orientation, having undergone a tubal ligation, or remaining celibate by
                       choice) who meets the following criteria:

                         -  Has not undergone a hysterectomy or bilateral oophorectomy; or

                         -  Has not been naturally postmenopausal for at least 12 consecutive
                            months (i.e., has had menses at any time in the preceding 12
                            consecutive months) OR

               -  A WOCBP who agrees to follow the contraceptive guidance during the treatment
                  period and for at least 180 days after the last dose of trial treatment

          -  Male participants must agree to use contraception as detailed in the full protocol
             during the treatment period and for at least 120 days after the last dose of trial
             treatment and refrain from donating sperm during this period

        Exclusion Criteria:

          -  Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any
             other form of immunosuppressive therapy within 7 days prior to the first dose of trial
             treatment. The use of physiologic doses of corticosteroids may be approved after
             consultation with the Investigator. If patients received prior ipilimumab or
             anti-CTLA4 compound and had adrenal insufficiency, treat these subjects with stress
             dose steroids prior to intratumoral injections. Patients may receive stress steroids
             orally or intravenously (IV) before the procedure

          -  Hypersensitivity to CMP-001 (TLR9 agonist) or INCAGN01949 (anti-OX40) or any of its
             excipients

          -  Has had a prior anti-cancer monoclonal antibody (mAb) within 4 weeks prior to week
             1/day 1, or who has not recovered (i.e., =< grade 1 or to baseline) from adverse
             events due to agents administered more than 4 weeks earlier

          -  Has had prior chemotherapy, investigational agent, targeted small molecule therapy, or
             radiation therapy within 3 weeks (or 5 half-lives whichever is shorter) prior to week
             1/ day 1 or who has not recovered (i.e., =< grade 1 or at baseline) from adverse
             events due to a previously administered agent(s)

               -  Note: Patients with =< grade 2 neuropathy are an exception to this criterion and
                  may qualify for the trial

               -  Note: If patient received major surgery, they must have recovered adequately from
                  the toxicity and/or complications from the intervention prior to starting therapy

          -  Has a known additional malignancy that is progressing or requires active treatment.
             Exceptions include basal cell carcinoma of the skin or squamous cell carcinoma of the
             skin that has undergone potentially curative therapy or in situ cervical cancer. Other
             malignancies which have been treated with curative intent, or for which patients are
             not receiving active therapy, may be considered upon discussion with the investigator

          -  Has known active central nervous system (CNS) metastases and/or carcinomatous
             meningitis. Patients with previously treated brain metastases may participate provided
             they are stable (without evidence of progression by imaging for at least four weeks
             prior to the first dose of trial treatment and any neurologic symptoms have returned
             to baseline), have no evidence of new or enlarging brain metastases, and are not using
             steroids for at least 7 days prior to trial treatment. Use of prophylactic
             anti-epileptic drugs is permitted. This exception does not include carcinomatous
             meningitis, which is excluded regardless of clinical stability

          -  Has active autoimmune disease that has required systemic treatment in the past 2 years
             (i.e. with use of disease modifying agents, corticosteroids or immunosuppressive
             drugs). Replacement therapy (e.g., thyroxine, insulin, or physiologic corticosteroid
             replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a
             form of systemic treatment

          -  Has history of (non-infectious) pneumonitis that required steroids or current
             pneumonitis

          -  Has an active bacterial infection requiring systemic therapy

          -  Has a history or current evidence of any condition, therapy, or laboratory abnormality
             that might confound the results of the trial, interfere with the patient's
             participation for the full duration of the trial, or is not in the best interest of
             the patient to participate, in the opinion of the treating investigator

          -  Has known psychiatric or substance abuse disorders that would interfere with
             cooperation with the requirements of the trial

          -  Has a known history of human immunodeficiency virus (HIV) (HIV 1/2 antibodies)

          -  Has active hepatitis B or C. Treated hepatitis C with sustained virologic response,
             and patients who are negative for hepatitis B surface antigen (sAg) are not excluded

               -  Note: Without known history, testing needs to be performed to determine
                  eligibility

          -  Current, serious, clinically significant cardiac arrhythmias as determined by the
             treating investigator

          -  Has received a live vaccine within 30 days of planned start of trial therapy

               -  Note: Seasonal influenza vaccines for injection are generally inactivated flu
                  vaccines and are allowed; however intranasal influenza vaccines (e.g., Flu-Mist)
                  are live attenuated vaccines, and are not allowed

          -  Patients must not be receiving any anticoagulation. Low molecular weight heparin at
             full dose or prophylactic dose is allowed as long as the treating physician deems it
             safe to hold the LMWH on the day before and the day of the intra-tumoral injection

          -  Patients should not be on aspirin or any anti-platelet agent. Patients may have been
             receiving aspirin 81 mg if deemed safe by the investigator to hold aspirin for the
             duration of the study, starting at least 7 days prior to start of treatment