Primary Objectives:~To estimate the median overall survival (mOS) of BBB opening with neo-adjuvant and adjuvant pembrolizumab and no BBB opening with neo-adjuvant and adjuvant pembrolizumab alone.~To assess efficacy of BBB opening with Exablate MRgFUS to enhance intratumoral effector T-cell infiltration during neo-adjuvant and adjuvant pembrolizumab compared to neo-adjuvant and adjuvant pembrolizumab alone.~Secondary Objectives:~To characterize safety and describe adverse events associated with opening of the BBB during treatment of recurrent glioblastoma with pembrolizumab.~To assess efficacy of BBB opening as measured by drug levels of pembrolizumab in target brain tumor tissue, comparing Exablate MRgFUS BBB opening during neo-adjuvant and adjuvant pembrolizumab compared to neo-adjuvant and adjuvant pembrolizumab alone.~To determine anti-tumor activity of pembrolizumab in recurrent glioblastoma, by evaluating PFS, median duration of response, overall response rate, and clinical benefit rate (CR+PR+SD), using modified RANO criteria~Exploratory Objectives:~To assess the immunological/biomarker changes, including ctDNA, in peripheral blood and tumor tissue in response to pembrolizumab and MRgFUS in patients with recurrent glioblastoma and to explore any potential association between these biomarker measures and antitumor activity.~To determine if neoadjuvant pembrolizumab plus MRgFUS will increases MR contrast enhancement through increased vascular permeability, as well as alter the tumor microenvironment by reducing tumor vascularity, acidity, and hypoxia due to direct anti-tumor activity.~To identify alterations in cervical lymph node morphology (size, shape, volume, diffusivity) will correlate with peripheral immune activation and T-cell infiltration into the tumor.~To correlate pre-study enrollment MRI tumor growth kinetics with response to treatment.~To identify novel immunological correlates of treatment with Pembrolizumab with or without BBB opening with MRgFUS
To learn if the Exablate Model 4000 Type 2 (Exablate System) with the DEFINITY® ultrasound contrast agent can temporarily disrupt the blood brain barrier in patients with recurrent (has grown back) glioblastoma who are scheduled to receive pembrolizumab.