I am struggling with proving or disproving the following:
Let $X$ be a locally convex space and let $C\subset X$ be closed convex with non-empty algebraic interior which we denote by $C^i$ (recall that $x\in C^i$ iff $\forall v\in X$, there is $t>0$ such that $x+tv\in C$). Now, is the following statement (S) true:
$(S):\ \forall x\in C^i$, there is a neighborhood $V$ of $x$ such that $V\cap C\subset C^i$.
In other words is $C^i$ (topologically) relatively open in $C$?
Personally I think that it is false, but I could not find a counter-example.
You're right that it's false, even in the nice special case of metric spaces. In that context, $x$ being in the algebraic interior of $C$ means that for all unit vectors $v$ there exists $t>0$ such that $x+tv\in C$, while being in the topological interior requires that there exist $t>0$ such that, for all unit vectors $v$, $x+tv\in C$. In other words, the topological interior condition is uniform over directions but the algebraic interior is not.
This observation leads readily to a counterexample; there's one in this spoiler block (hover to see):