What is the name for a maximal convex set of points contained in another set of points $X$?
Maximal in the sense of inclusion. For the desired set to be unique, $X$ can be restricted to be a simple polygon in this discussion.
I am looking for the name of the analogue to a convex hull, but one that is contained in a set, not one that contains the set.
Here's a picture illustrating Brian's point in the comments:
Three maximal convex subsets of a “cross” with respect to inclusion are indicated:
The red and blue sets have area $12$ while the diamond has area $8$, hence the red and blue sets are maximal both with respect to area and inclusion while the diamond is only maximal with respect to inclusion.
This non-uniqueness suggests that there is no name for this concept. As Jim Conant pointed out, “convex core” would be a possibility, even though it is used with a slightly different meaning in hyperbolic geometry.