This randomized phase I/IIb trial studies side effects and best dose of atezolizumab when given together with guadecitabine and CDX-1401 vaccine and to see how well they work in treating patients with ovarian, fallopian tube, or primary peritoneal cancer that has come back. Monoclonal antibodies, such as atezolizumab, may block tumor growth in different ways by targeting certain cells. CDX-1401 vaccine may enhance the expression of the genes encoding tumor antigens on the surface of tumor cells and enhance the activity of tumor-killing T cells against those tumor cells. Vaccines made from monoclonal antibodies combined with tumor cells may help the body build an effective immune response to kill tumor cells. Giving atezolizumab, guadecitabine, and CDX-1401 vaccine may work better in treating patients with ovarian, fallopian tube, or primary peritoneal cancer.