We study the geodesic convexity of various energy and entropy functionals restricted to (non-geodesically convex) submanifolds of Wasserstein spaces with their induced geometry. We prove a variety of convexity results by means of a simple general principle, which holds in the metric space setting, and which crucially requires no knowledge of the structure of geodesics in the submanifold: If the EVI gradient flow of a functional exists and leaves the submanifold invariant, then the restriction of the functional to the submanifold is geodesically convex. This leads to short new proofs of several known results, such as one of Carlen and Gangbo on strong convexity of entropy on sphere-like submanifolds, and several new results, such as the $λ$-convexity of entropy on the space of couplings of $λ$-log-concave marginals. Along the way, we develop sufficient conditions for existence of geodesics in Wasserstein submanifolds. Submanifold convexity results lead systematically to improvements of Talagrand and HWI inequalities which we speculate to be closely related to concentration of measure estimates for conditioned empirical measures, and we prove one rigorous result in this direction in the Carlen-Gangbo setting.