Both facts have short proofs. Let's prove (1).
Proof of (1). By assumptions, for each point $x$ of the set there is a half-space $H_x$ containing $x$ in its boundary and containing all other points in its interior. So there is also a radius $R$ ball $B_x^R$ contained in $H_x$, tangent to $\partial H_x$ at $x$ and containing all other points of the set (just take $R$ large enough). Now just take the intersection of all such balls $B_x^R$.
Proof of (2). Same idea, but use sets $y\ge f(x)$ where $f$ is a quadratic polynomial.