I had both Yervoy and Sutent, and so can speak to the side effects I had, but, as you know, everyone reacts differently, and this nutty cancer seems to do whatever it wants whenever it wants with no reason or regularity to it. Thus, my experience really will not be a guide for you, however I'm happy to share.
Sutent kept me stable for almost 2 1/2 years, but that far, far exceeded everyone else on the clinical trial. Initially I could not tolerate the full dose (37 mg), which gave me a horrendous headache 24/7, so Dr. Sato reduced my dose to 25 mg. The headache went away, but I had other side effects: including fatigue, diarrhea, bleeding hemorrhoids, and sores on the soles of my feet (the last was really a problem).
There is a new anti-angiogenic that I understand to be "stronger" than sutent, but has fewer side effects: Axitinib. It is not yet approved, but there are clinical trials with it (see clinicaltrials.gov). That's all I know about it.
I had both PD-1 and Yervoy (at different times). The PD-1 kept me stable for a short time, but then I had new liver mets. I had immuno-embos (Sato) for those, then went on to Yervoy. This kept my body mets roughly stable (a few bigger, a few smaller), but then I developed two brain mets. I had those radiated, and will be scanned again next week to see if the Yervoy is helping. Side effects from Yervoy were not that bad for me, but I'm sure you have heard stories from others about bad side effects. I had fatigue, taste problems, didn't feel like eating, sores and sensitivity in my mouth, rashes, cycling from constipation to almost diarrhea, and more.
Let us know what you choose.
Lots of luck,