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Let $p$ be the Minkowski functional of $E$:The contained ball makes $E$ absorbing, so $p$ is finite, nonnegative and satisfies $p(v)\le \Vert v\Vert /ϵ$. It is positively homogeneous. To check subadditivity, if $v\in sE$ and $w\in tE$, the defining property of a convex set gives $(v+w)/(s+t)\in E$, whence $p(v+w)\le s+t$; let $s,t$ decrease to the respective infima. Thus $p$ is a sublinear functional. We have $p(e)\le 1$ for every $e\in E$. Also $p(x)\ge 1$: otherwise $x\in tE$ for some $0<t<1$, which would put $x$ in $E$ because $E$ is a convex set and $0\in E$.

We prove the dominated form of the Hahn-Banach theorem needed here. Suppose $g$ is linear on a subspace $M$ and $g\le p$ there. To extend it to $M+\mathbb{R}v$ with $v\notin M$, choose the value $c$ at $v$ betweenEvery lower candidate is at most every upper candidate, becauseTaking $m=n=0$ among the candidates shows the two endpoints are finite: the lower supremum is at least $-p(-v)$ and at most $p(v)$, and the upper infimum lies between them and $p(v)$. Define $\tilde{g}(m+tv)=g(m)+tc$. For $t>0$, the upper inequality applied to $m/t$ gives domination by $p(m+tv)$. For $t<0$, apply the lower inequality to $m/(-t)$ and multiply by $-t$. At $t=0$ domination already holds. Hence this is a dominated one-dimensional extension.

Order all dominated extensions by inclusion of their domains. Chain unions preserve linearity and domination, so Zorn's lemma gives a maximal extension. The one-dimensional argument shows its domain is the whole vector space. This proves the requisite dominated Hahn-Banach theorem, rather than invoking an unproved separation form.

On the line $\mathbb{R}x$, start with $g(tx)=tp(x)$. For $t\ge 0$ this equals $p(tx)$; for $t<0$ it is nonpositive and therefore at most $p(tx)$. Extend it to $T\le p$ on $V$. ThenApplying domination to $v$ and $-v$ also givesThus $T$ is a continuous linear functional, andThis proves separation from an absorbing convex set with no closedness assumption on $E$. The proof also gives the norm-preserving real extension theorem used earlier: take $p(v)=C\Vert v\Vert$ when the original functional has norm at most $C$.