Celecoxib, Recombinant Interferon Alfa-2b, and Rintatolimod in Treating Patients With Colorectal Cancer Metastatic to the Liver

Inclusion Criteria:

* Recurrent and/or metastatic unresectable colorectal cancer with hepatic metastases
* Hepatic metastases present which are amenable to biopsy
* Prior treatment with, contra-indication to or refusal of a fluoropyrimidine, irinotecan, oxaliplatin and an anti-EGFR targeted therapy (if RAS wild-type \[wt\]) as well as a PD-1 or PD-L1 targeted drug if MSI-H/dMMR
* No chemotherapy, radiotherapy, major surgery, or biologic therapy within 3 weeks of protocol treatment
* An Eastern Cooperative Oncology Group (ECOG) performance status of 0, 1, or 2
* Have measurable disease per RECIST 1.1 criteria present
* Ability to swallow and retain oral medication
* Participants of child-bearing potential must agree to use adequate contraceptive methods (e.g., hormonal or barrier method of birth control; abstinence) prior to study entry; should a woman become pregnant or suspect she is pregnant while she or her partner is participating in this study, she should inform her treating physician immediately
* Platelet \>= 75,000/uL
* Hemoglobin \>= 9 g/dL
* Hematocrit \>= 27%
* Absolute neutrophil count (ANC) \>= 1500/uL
* Creatinine \< = institutional upper limit of normal (ULN) OR
* Creatinine clearance \>= 50 mL/min for patients with creatinine levels greater than ULN
* Total bilirubin =\< 1.5 X institutional ULN or for patients with known Gilbert's Syndrome total bilirubin \<= 3 x ULN
* Aspartate aminotransferase (AST) (serum glutamic-oxaloacetic transaminase \[SGOT\]) and alanine aminotransferase (ALT) (serum glutamate pyruvate transaminase \[SGPT\]) =\< 2.5 X institutional ULN
* Plasma amylase =\< 1.5 X institutional ULN
* Lipase =\< 1.5 X institutional ULN
* Participant or legal representative must understand the investigational nature of this study and sign an Independent Ethics Committee/Institutional Review Board approved written informed consent form prior to receiving any study related procedure

Exclusion Criteria:

* Patients currently treated with systemic immunosuppressive agents, including steroids, are ineligible until 3 weeks after removal from immunosuppressive treatment
* Patients with active autoimmune disease, requiring ongoing immunosuppressive therapy or history of transplantation
* Patients who are pregnant or nursing; women of childbearing potential (WOCBP) will have to undergo a urine pregnancy test as part of screening
* Untreated central nervous system (CNS) metastases
* Cardiac risk factors including:

  * Patients experiencing cardiac event(s) (acute coronary syndrome, myocardial infarction, or ischemia) within 3 months of signing consent
  * Patients with a New York Heart Association classification of III or IV
* History of upper gastrointestinal ulceration, upper gastrointestinal bleeding, or upper gastrointestinal perforation within the past 3 years; patients with ulceration, bleeding or perforation in the lower bowel are not excluded
* Prior allergic reaction or hypersensitivity to celecoxib, or non-steroidal antiinflammatory drugs (NSAIDs) or any study agents which would prevent completion of protocol therapy
* Patients are ineligible if they plan on regular use of NSAIDs at any dose more than 2 times per week (on average) or aspirin at more than 325 mg at least three times per week, on average; low-dose aspirin not exceeding 100 mg/day is permitted; patients who agree to stop regular NSAIDs or higher dose aspirin are eligible and no wash out period is required
* Received an investigational agent within 30 days prior to enrollment
* Unwilling or unable to follow protocol requirements
* Patients with known serious mood disorders
* Any additional condition which in the investigator?s opinion deems the participant an unsuitable candidate to receive the study drugs