In this paper, we consider saturation problems related to the celebrated Erdős--Szekeres convex polygon problem. For each $n \ge 7$, we construct a planar point set of size $(7/8) \cdot 2^{n-2}$ which is saturated for convex $n$-gons. That is, the set contains no $n$ points in convex position while the addition of any new point creates such a configuration. This demonstrates that the saturation number is smaller than the Ramsey number for the Erdős--Szekeres problem. The proof also shows that the original Erdős--Szekeres construction is indeed saturated. Our construction is based on a similar improvement for the saturation version of the cups-versus-caps theorem. Moreover, we consider the generalization of the cups-versus-caps theorem to monotone paths in ordered hypergraphs. In contrast to the geometric setting, we show that this abstract saturation number is always equal to the corresponding Ramsey number.