The purpose of this study is to combine chemotherapy that has previously been shown to have activity in patients with biliary tract cancer with a drug that stimulates the body’s immune system against cancer cells (immunotherapy). Previously, the combination of gemcitabine and cisplatin with immunotherapy has been shown to prolong life in patients with advanced biliary tract cancer. Adding nab-paclitaxel, another chemotherapy, to gemcitabine and cisplatin, has also been shown to prolong life in some patients with advanced biliary tract cancer. However, all four of these drugs have not...