Immunotherapy

My immunotherapy during chemo caused me to have under active thyroids and I’m now steroid dependent as my adrenal glands have stopped working. Therefore I’m unable to have any more pembro and after radiotherapy will be put on chemo tablets . I’m really worried that they won’t do as good of a job as the pembro in keeping the cancer away. 
please can you advise me, I had 4 lots of pembro. 
Thank you