Modern Immunotherapy in BCG-Unresponsive, BCG-Relapsing and High Risk BCG-Naive Non-Muscle Invasive Urothelial Carcinoma of the Bladder

Upon successful screening and registration, enrollment to a cohort will begin. If DLT criteria are exceeded in a cohort, that cohort will close and will not proceed to Phase 2 of the study. Provided the safety of a cohort is established, enrollment will continue. Within BCG-containing cohorts, treatment will begin at full-dose BCG. If DLT criteria are exceeded with full-dose BCG, a one level dose reduction of BCG will be implemented. If DLT criteria are exceeded with reduced-dose BCG, the BCG-containing cohort will not proceed to Phase 2 of the study Phase 1 Cohorts: * Durvalumab Monotherapy (cohort 1); ENROLLMENT COMPLETE * Durvalumab plus BCG (cohort 2); ENROLLMENT COMPLETE * Durvalumab plus External Beam Radiotherapy (EBRT) (cohort 3); ENROLLMENT COMPLETE * Durvalumab plus Intravesical Gemcitabine plus Intravesical Docetaxel (cohort 4); ENROLLMENT COMPLETE * Durvalumab plus Tremelimumab plus Intravesical Gemcitabine plus Intravesical Docetaxel (cohort 5); ENROLLMENT DID NOT OCCUR * Intravesical N-803NAI plus Intravesical Gemcitabine (cohort 6) * Intravesical N-803NAI plus Intravesical Gemcitabine plus Intravesical Docetaxel (cohort 7) * Subcutaneous N-803NAI plus Intravesical N-803NAI plus Intravesical Gemcitabine plus Intravesical Docetaxel (cohort 8) If any of the combination regimen cohorts establishes a RP2D in Phase 1 of the study, enrollment to Phase 2 of the study may proceed within the individual phase 2 expansion cohorts defined by patient BCG exposure history. Upon successful screening and registration, Phase 2 subjects will be assigned to one of the treatment arms. Assignment will occur amongst the arms that are open to accrual at the time of subject registration. Phase 2 subjects will be administered treatment at the RP2D's established for each regimen within Phase 1 of the study. However, within BCG-containing cohorts, the BCG dose will be reduced to Dose level -1 (1/3rd-dose BCG) even if the RP2D established in the Phase 1 of the study was full-dose BCG. The rationale for this stems from ongoing global BCG supply shortages that have arisen since the launch of the trial and multiple prior clinical trials demonstrating similar efficacy with decreased toxicity when reduced-dose BCG regimens are utilized compared to full-dose BCG therapy. This modification was deemed necessary to facilitate continued enrollment to the study while not sacrificing clinical efficacy or safety. This modification also aligns with recent AUA consensus guidelines on BCG dosing during BCG shortages. It is anticipated that individual treatment cohorts will be closed and added during the conduct of the study as cohorts complete accrual, individual cohort safety data is analyzed, and new cohorts are added. Enrollment to Phase 2 cohorts will not begin until at least one cohort has successfully established a RP2D in the Phase 1 portion of the study and deemed safe to proceed to the Phase 2 portion of the trial.