In the book of Topology by Munkres, at page 153, it is given that
If $L$ is a linear continuum in the order topology, then $L$ is connected and so are intervals and rays in $L$.
And in the proof,
We prove that if $Y$ is a convex subspace of $L$, then $Y$ is connected.
And indeed the author uses the convexity of $Y$ in the proof.However, in the theorem there is no mention of convexity, so I do not understand why does the author assume the convexity of a subspace of a linear continuum while proving the connectivity of that linear continuum ?
Intervals and rays are order-convex, clearly. The whole space is trivially so.
In a connected ordered space, the opposite is also true: all order convex subsets of $X$ are either $X$, an (open or closed) ray, or an (open, closed, half-open) interval.