Of course, go with immunotherapy in combination with chemo, even if MSS, with more reason if MSI-high, IMHO. Exhausting the lines of chemotherapy will only render a patient not fit enough for a trial, specially an immunotherapy one.
I don't think there's much known about combining FOLFOX with immunotherapy. At least not from clinical trials
Just today, abstract from ASCO annual meeting out:
Pembro + Folfox:
'... Results: Between 4/2015 and 9/2016, 30 subjects were enrolled with following characteristics: 11 female, 26 Caucasian, median age: 45 years (25-75), 3 with dMMR, 22 MMR-proficient, and 5 with no available data. During the safety run in, 2 patients had G3 febrile neutropenia (FN) and 1 G4 neutropenia. ...Best response was recorded as: 1 complete response, 15 partial response (CR +PR = 53%), and 14 stable disease, with 100% DCR at 8 weeks. One patient with dMMR had resection after 2 months of therapy with complete pathologic response. MPFS has not been reached (95% CI: 5.5 months, NR). Conclusions: Based on these preliminary results, PEM/mFOLFOX6 has acceptable toxicity though demonstrated a suggestion of increased neutropenia in the initial cohort. Clinical activity was seen in patients with untreated advanced CRC including those with proficient MMR. Clinical trial information: NCT02375672http://abstracts.asco.org/199/AbstView_199_183499.html
And this for proficient MMR CRC --that is, MSS. For MSI-high, results have to be even better.