A convex combination of two vertices $p = ( a, b )$ and $q = ( c, d )$ is any point $r = ( e, f )$ such that for some $x$ in range $0 \le x \le 1$, $e = xa + ( 1 - x )c$ and $f = xb + ( 1 - x )d$. Intuitively, $r$ is any point that is on the line passing through $p$ and $q$ and is on or between $p$ and $q$ on the line.
Is there any intuition about why this combination is always going to lie on the line from $p$ to $q$?
The question is different from If $0 \le a \le 1$, then show that $xa+(1−a)y$ will always lie between $x$ and $y$. as if e lies between a and c and f lies between b and d it does not gaurantee that it will be on the line. For example let $p$ be (1,2) and q be (3,4) and r be (2.5,3). It follows the above constraint but yet it does not lie on the line.
That said, can now somebody give intuitive proof of this now ?
In your example $p = (1,2)$ and $q = (3,4)$, $r = (2.5,3)$ is not a convex combination. By solving for $x$, in the first coordinate, we get $$3x - 1(1-x) = 2.5 \Rightarrow x = \frac{7}{8}$$ but in the second coordinate $$ 4x - 2(1-x) = 3 \Rightarrow x = \frac{5}{6} $$ It follows that $r \notin \text{conv}(p \cup q) = \lbrace s : s = \lambda p + (1 - \lambda)q, 0 \leq \lambda \leq 1 \rbrace$
I think this should clear up the confusion.