Discussion https://mathoverflow.net/questions/6627/convex-hull-in-cat0 indicates the convex hull of a finite set can fail to be closed in a complete Hadamard space. Hence the following question should have a negative answer:
Suppose K is a compact convex set in the complete Hadamard (or $\operatorname{CAT}(0)$) space $X$, and suppose $K$ is the closed convex hull of the finite point set $\{x_1,x_2,\dots,x_N\}$. Suppose $x$ is in $X$ and $C$ is the cone over $K$ with respect to $x$, i.e. $C$ is the union of all the geodesics connecting $x$ to $K$. Must $C$ be convex?
If not, which value of $N$ yields a minimal counterexample? Is it $N=3$? Can someone describe a simple counterexample?
I learned the following example from Stéphane Félix:
Already $N=2$ is enough (i.e., the cone over a geodesic need not be convex).
Remove one quadrant from $\mathbb{R}^3$, say the part where $x$- and $y$-coordinates are both negative, and equip the resulting space $X$ with the induced length metric. You can check that this is a $\operatorname{CAT}(0)$–space, for example by Reshetnyak's theorem on gluing along complete convex subsets, Theorem 11.1 on page 347 of Bridson–Haefliger: $X$ can also be described by gluing the half-spaces $\{x \geq 0\}$ and $\{y\geq 0\}$ in $\mathbb{R}^3$ along the quadrant $\{x,y \geq 0\}$).
Draw a geodesic from $x_1 = (-1,0,0)$ to $x_2 = (0,-1,1)$ which will consist of two line segments connecting $x_1$ and $x_2$ to the point $p = (0,0,1/2)$ on the $z$-axis. Now let $x$ be a point in the quadrant $\{x,y \gt 0\}$ from which the geodesic $[x_1,x_2]$ appears broken, so $x$ should be a point outside the Euclidean plane spanned by $x_1,x_2$ and $p$. Since the triangles $\Delta(x_1,p,x)$ and $\Delta(x_2,p,x)$ lie entirely in the isometrically embedded half-spaces $\{y \geq 0\}$ and $\{x \geq 0\}$, they are the cones of $[x_i,p]$ with respect to $x$ and their union is the cone $C$ of $[x_1,x_2]$ over $x$. Since the triangles do not lie in the same plane, the cone $C$ is not convex.