TLR9 Agonist SD-101, Anti-OX40 Antibody BMS 986178, and Radiation Therapy in Treating Patients With Low-Grade B-Cell Non-Hodgkin Lymphomas

Inclusion Criteria:

* Biopsy confirmed low-grade B-cell lymphoma, excluding gastric MALT lymphoma, high-risk mantle cell lymphoma, and currently transformed lymphoma
* Patients must have at least one site of disease (cervical, axillary, inguinal, or subcutaneous) that is accessible for intratumoral injection of SD-101 (diameter ≥10mm) percutaneously and presents a low risk for complications from direct injections.
* Patients must have at least one site of measurable disease, other than the injection site, which is not included in the radiation field
* Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1
* Absolute neutrophil count (ANC) \>= 1000/mm\^3 independent of growth factor support
* Platelets: \>= 100,000/mm\^3 or \>= 50,000/mm\^3 if known or suspected bone marrow involvement, independent of transfusion support in either situation
* Hemoglobin: \>= 8 g/dL (may be transfused)
* Creatinine: Creatinine clearance \> 25 ml/min
* Aspartate aminotransferase (AST)/alanine aminotransferase (ALT): =\< 3 x upper limit of normal (ULN)
* Bilirubin: =\< 1.5 x ULN (except for subjects with Gilbert's Syndrome or of non-hepatic cause)
* Must be at least 4 weeks since treatment with standard or investigational chemotherapy, biochemotherapy, surgery, radiation, cytokine therapy, any monoclonal antibodies or immunotherapy, and recovered from any clinically significant toxicity experienced during treatment
* Women of childbearing potential and men who are sexually active must be practicing a highly effective method of birth control during and after the study consistent with local regulations regarding the use of birth control methods for subjects participating in clinical trials; men must agree to not donate sperm during and after the study; for sexually active women of childbearing potential, these restrictions apply for 5 months after the last dose of study drug; for sexually active men, these restrictions apply for 7 months after the last dose of study drug
* Women of childbearing potential must have a negative serum (beta-human chorionic gonadotropin \[beta-hCG\]) or urine pregnancy test at screening, within 24 hours of the first dose of anti-OX40 antibody, and every four weeks while on study treatment; women who are pregnant or breastfeeding are ineligible for this study
* Life expectancy greater than 3 months
* Ability to comply with the treatment schedule
* Ability to understand and willingness to sign a written informed consent document

Exclusion Criteria:

* Currently transformed lymphoma, high-risk mantle cell lymphoma, or gastric MALT lymphoma.
* Need for immediate treatment or cytoreduction.
* No easily accessible site for direct percutaneous injection with low-risk for potential complications.
* Autoimmune disease requiring treatment within the last 5 years including systemic lupus erythematosus, rheumatoid arthritis, multiple sclerosis, Sjogren's syndrome, autoimmune thrombocytopenia, uveitis, or other if clinically significant
* Major surgery within 4 weeks of enrollment, or a wound that has not fully healed
* Vaccinated with live, attenuated vaccines within 4 weeks of enrollment
* Known history of human immunodeficiency virus (HIV) or active hepatitis C virus or active hepatitis B virus infection or any uncontrolled active systemic infection
* Known central nervous system (CNS) lymphoma
* Patients with a history of prior malignancy with the exception of non-melanoma skin cancer, stage 1 prostate cancer that does not require treatment, or other malignancy that has undergone potentially curative therapy with no evidence of disease for the last 2 years and that is deemed by the investigators to be at low risk for recurrence. In situ cancer of any type and noninvasive follicular thyroid neoplasm with papillary-like nuclear features (NIFTP) is not an exclusion, though if surgery or other definitive intervention is planned, it should be completed prior to enrollment.
* History of significant allergic reactions attributed to compounds of similar composition to SD-101 or BMS-986178
* Treatment with an immunosuppressive regimen of corticosteroids or other immunosuppressive medication (e.g., methotrexate, rapamycin) within 30 days of study treatment; Note: patients may take up to 5 mg of prednisone or equivalent daily; topical and inhaled corticosteroids in standard doses are allowed
* Significant cardiovascular disease (i.e. New York Heart Association \[NYHA\] class 3 congestive heart failure; myocardial infarction within the past 6 months; unstable angina; coronary angioplasty with the past 6 months; uncontrolled atrial or ventricular cardiac arrhythmias)
* Pregnant or breast feeding
* Any other medical history, including laboratory results, deemed by the investigator likely to interfere with their participation in the study, or to interfere with the interpretation of the results