Make them comfortable as possible and stick with evidence-based medicine. It makes no sense to try things that aren't demonstrably effective, safe or viable just because the person isn't responding to the best medical treatment known to science.
That's not to say that there aren't situations in which experimental treatments aren't worth trying, but these are treatments that medical science is already working on. Researchers have hypotheses about new treatments all the time and occasionally they are given opportunities to test these with terminal patients or with patients where other treatments aren't working.
But this doesn't mean they are calling in witchdoctors and shamans or sacrificing chickens. That's what most so-called "alternative" methods amount to.