Maybe this example will help you (Blender 3.1.2):
Here I simply instantiate mesh lines at the points, extrude them minimally in height so that I get edges from them.
I merge these with the node
Mesh Booleanwith the underlying grid (you can also do this with a convex hull).
The resulting mesh is then simply triangulated and the outer hull is removed again.
To make the positions exactly match the points, I get them directly back from the points and merge identical vertices.
In the last step I extrude the mesh again, and separate the edges. You can omit this step if you don't need the edges individually.