@Mateo
A metric segment is not convex because, informally, it may include multiple paths between the endpoints.
Actually a restricted notion of metric segment can be derived, and is convex. Not knowing if it has a name already, let's call it metric thread.
First define an order relation $\underset {[x, y]} \preceq$ between points that belong to the metric segment $[x, y]$, by: $a \underset {[x, y]} \preceq b \iff d(x, y) = d(x, a) + d(a, b) + d (b, y)$. It means "$a$ and $b$ belong to a same thread between $x$ and $y$, in that direction". (And we'll just write $\preceq$ without $_{[x, y]}$ when there is no ambiguity).
Note that, if $a \preceq b$, as $d(x,a) + d(a,b) \ge d(x, b) \text { and } d(x, b) + d(b, y) >= d(x, y)$ by triangular inequality, the two inequalities are equalities, so $d(x, a) + d(a, b) = d(x, b)$, $a$ belongs to the metric segment $[x, b]$. And similarly, $b$ belongs to the metric segment $[a, y]$.
Relation $\preceq$ is a partial order:
- Reflexivity: $d(a, a) = 0$,
so $d(x, a) + d(a, a) + d(a, y) = d(x, a) + d(a, y) $
$= d(x, y)$ because $a \in [x, y]$.
So $a \preceq a$.
- Antisymmetry: if $a \preceq b$ and $b \preceq a$,
then $d(x, y) = d(x, a) + d(a, b) + d (b, y) = d(x, b) + d(b, a) + d (a, y)$.
As $a, b \in [x, y]$ we have also: $d(x, y) = d(x, a) + d(a, y) = d(x, b) + d(b, y)$.
So $0 = d(a, b) + d(b, y) - d(a, y) = d(b, a) + d(a, y) - d(b, y)$.
As $d(a, b) = d(b, a)$,
$d(b, y) - d(a, y) = d(a, y) - d(b, y)$,
so $d(a, y) = d(b, y)$.
We have seen above that $b \in [a, y]$, so $d(a, y) = d(a, b) + d(b, y)$,
$d(a, b) = 0, a=b$.
- Transitivity: if $a \preceq b$ and $b \preceq c$, $d(x, y) = d(x, a) + d(a, b) + d(b, y) = d(x, b) + d(b, c) + d (c, y)$.
$d(a, c) \le d(a, b) + d(b, c) = d(x, y) - d(x, a) - d(b, y) + d(x, y) - d(x, b) - d(c, y)$
$= 2 d(x, y) - d(x, a) - d(x, y) - d(c, y)$
$= d(x, y) - d(x, a) - d(c, y)$.
By triangular inequality we also have $d(x, y) \le d(x, a) + d(a, c) + d(c, y)$, i.e. inverse inequality.
So there is equality, i.e. $a \preceq c$.
Then we define a metric thread of $[x, y]$ as any totally ordered subset of $[x, y]$.
Let's prove now that it is convex: if $u \underset {[x, y]} \preceq v, \text { and } a \underset {[u, v]} \preceq b$, then $a \underset {[x, y]} \preceq b$.
$u \underset {[x, y]} \preceq v$: $u, v \in [x, y] \text {, i.e. } d(x, y) = d(x, u) + d(u, y) = d(x, v) + d(v, y)$, $\text {and } d(x, y) = d(x, u) + d(u, v) + d(v, y)$
$a \underset {[u, v]} \preceq b$: $a, b \in [u, v] \text {, i.e. } d(u, v) = d(u, a) + d(a, v) = d(u, b) + d(b, v)$, $\text {and } d(u, v) = d(u, a) + d(a, b) + d(b, v)$
Then $d(x, y) - d(x, a) - d(a, b) - d(b, y) $
$= d(x, u) + d(u, v) + d(v, y) - d(x, a) - d(a, b) - d(b, y)$
$= d(x, u) + d(u, a) + d(a, b) + d(b, v) + d(v, y) - d(x, a) - d(a, b) - d(b, y)$
$= d(x, u) + d(u, a) + d(b, v) + d(v, y) - d(x, a) - d(b, y)$
which is $\ge 0$ by triangular inequalities
($d(x, u) + d(u, a) \ge d(x, a)$, and $d(b, v) + d(v, y) \ge d(b, y)$.
But by triangular inequality, $d(x, y) - d(x, a) - d(a, b) - d(b, y) \le 0$
So $d(x, y) - d(x, a) - d(a, b) - d(b, y) = 0$,
i.e. $a \underset {[x, y]} \preceq b$.
Note that metric threads do not make a partition of the metric segment, i.e. a point can belong to many metric threads of the same segment. In the case of the taxicab metric, the metric segment is a full rectangle; any subset of points in this rectangle, whose coordinates are strictly growing, is included into an infinity of threads.