This study is an open-label study to treat patients with refractory metastatic colorectal cancer and non-small cell lung cancer with liver metastasis. Patients enrolled in the mCRC cohort will be randomized to receive study treatment Trans-arterial Tirapazamine Embolization (TATE)+Pembrolizumab or FDA-approved standard of care, such as TAS-102 or regorafenib, and their Overall Survival (OS) will be compared in the two cohorts as the primary endpoint. Patients enrolled in the NSCLC cohort will all receive study treatment TATE+Pembrolizaumb and Overall Response Rate (ORR) will be the primary endpoint.