Consider the following sets in ${\mathbb R}^2$: for each $\alpha \geq 0$, define as $C_\alpha$ the closed segment from the point $(\alpha,0)$ to the point $(0,1)$. Each set is compact and convex, but clearly the convex hull of the union $\bigcup_{\alpha \in {\mathbb R}_{\geq 0}} C_\alpha$ (which in this case is already convex) is not closed (nor bounded).
Question: can something like this occur if the sets are uniformly bounded? That is, assume that for each $\alpha \in {\mathbb R}$ we have compact convex sets $D_\alpha$ such that $D_\alpha \subseteq B$, for some fixed ball $B$ in ${\mathbb R}^2$. Is the convex hull of the union $\bigcup_{\alpha \in {\mathbb R}} D_\alpha$ closed?