Q1. For sure simply connected complete and curvature $\le 0$ is sufficient. It is also true for any complete metric on $\mathbb R^2$ without conjugate points.
Q2. Almost no properties survive. I saw only one application of the convex hull in the Riemannian world. This is Kleiner's proof of isoperimetricalthe isoperimetric inequality in 3-dimensional Hadamard space. It used the following fact:
If $K=\mathop{\rm Conv}(X)$ then the Gauss curvature (=i.e. the product of the principle curvatures) of $\partial K$ at any point $p\notin X$ is zero.
Concerning the convex hull of a three point set. Generically: generically, it has ineriourinterior points in all dimensions; see my answer here.