As the estimate answer is a bit long winded, I've posted this mathematical answer separately.
Given a random triangle in a circle, the chance of a random point landing in the triangle is the area of a triangle divided by the area of a circle.
So what we need is the average area of a triangle in a circle. The average area of a triangle for a unit disk (r=1) can be determined with the following formula as per Worlfram Disk Triangle Picking
$$A_t = \frac{35}{48 \pi} \approx 0.232100... $$
As we all know the area of a circle is
$$A_c = \pi r^2 $$
Because r=1 for a unit disk it is simplified to
$$A_c = \pi $$
So the chance of the fourth random dot landing in a random triangle is
$$p_4 = \frac{A_t}{A_c} = \frac{35}{48 \pi^2} \approx 0.07388003$$
However with four points we are forming four triangles, each point will have the same chance to land in the triangle formed by the three other points, so the probability is.
$$p = 4 \frac{A_t}{A_c} = 4 \frac{35}{48 \pi^2} = \frac{35}{12π^2} \approx 0.295520119$$
The above formula is only valid for
A unit disk (r=1). I've not yet come across any proofs for the average area of a triangle in a circle with radius r. Does it increase at the same rate as the area of the circle at $r^2$?*
Four random points only. The extended question asking for more points is not yet covered.
EDIT: Probability remains the same for all r > 0
Now I've looked at more than 4 points as well and generated sets of random points (100000 times) and tallied up how many points landed in a triangles. Some interesting results which I've not worked out the math for yet.
╔═════════════╦═════════╦═════════╦═════════╦═════════╦═════════╗
║ Points ║ 4 ║ 5 ║ 6 ║ 7 ║ 8 ║
╠═════════════╬═════════╬═════════╬═════════╬═════════╬═════════╣
║ Triangles ║ 4 ║ 10 ║ 20 ║ 35 ║ 56 ║
║ Any ║ 0.29845 ║ 0.64469 ║ 0.86461 ║ 0.96053 ║ 0.99096 ║
║ 0 ║ 0.70155 ║ 0.35531 ║ 0.13539 ║ 0.03947 ║ 0.00904 ║
║ 1 ║ 0.29845 ║ 0 ║ 0 ║ 0 ║ 0 ║
║ 2 ║ 0 ║ 0.54789 ║ 0 ║ 0 ║ 0 ║
║ 3 ║ 0 ║ 0 ║ 0.24551 ║ 0 ║ 0 ║
║ 4 ║ 0 ║ 0.0968 ║ 0.20193 ║ 0.08295 ║ 0 ║
║ 5 ║ 0 ║ 0 ║ 0.04365 ║ 0 ║ 0.02192 ║
║ 6 ║ 0 ║ 0 ║ 0.12658 ║ 0.12148 ║ 0 ║
║ 7 ║ 0 ║ 0 ║ 0.14877 ║ 0 ║ 0 ║
║ 8 ║ 0 ║ 0 ║ 0.06697 ║ 0.12974 ║ 0.02969 ║
║ 9 ║ 0 ║ 0 ║ 0.00447 ║ 0 ║ 0.01231 ║
║ 10 ║ 0 ║ 0 ║ 0.01476 ║ 0.16427 ║ 0.01963 ║
║ 11 ║ 0 ║ 0 ║ 0.0096 ║ 0 ║ 0.01344 ║
║ 12 ║ 0 ║ 0 ║ 0.00237 ║ 0.19293 ║ 0.01909 ║
║ 13 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.06144 ║
║ 14 ║ 0 ║ 0 ║ 0 ║ 0.11626 ║ 0.02674 ║
║ 15 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00612 ║
║ 16 ║ 0 ║ 0 ║ 0 ║ 0.08477 ║ 0.05515 ║
║ 17 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.05771 ║
║ 18 ║ 0 ║ 0 ║ 0 ║ 0.04646 ║ 0.05092 ║
║ 19 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.04256 ║
║ 20 ║ 0 ║ 0 ║ 0 ║ 0.01522 ║ 0.04368 ║
║ 21 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.07326 ║
║ 22 ║ 0 ║ 0 ║ 0 ║ 0.00392 ║ 0.05944 ║
║ 23 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.03105 ║
║ 24 ║ 0 ║ 0 ║ 0 ║ 0.00192 ║ 0.0459 ║
║ 25 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.06104 ║
║ 26 ║ 0 ║ 0 ║ 0 ║ 0.00061 ║ 0.04756 ║
║ 27 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.02972 ║
║ 28 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.03464 ║
║ 29 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.03928 ║
║ 30 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.02749 ║
║ 31 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.01559 ║
║ 32 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.01359 ║
║ 33 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.01606 ║
║ 34 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.01174 ║
║ 35 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00531 ║
║ 36 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00451 ║
║ 37 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00515 ║
║ 38 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00333 ║
║ 39 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00132 ║
║ 40 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00119 ║
║ 41 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00121 ║
║ 42 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.0009 ║
║ 43 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00036 ║
║ 44 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00014 ║
║ 45 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00025 ║
║ 46 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00017 ║
║ 47 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00009 ║
║ 48 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.0001 ║
║ 49 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.0001 ║
║ 50 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00006 ║
║ 51 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0.00001 ║
║ 52 ║ 0 ║ 0 ║ 0 ║ 0 ║ 0 ║
╚═════════════╩═════════╩═════════╩═════════╩═════════╩═════════╝
The lengths of the broken stick pieces $(Y_1, Y_2, Y_3, Y_4)$ are spacings of ordered uniform. The joint distribution is equivalent to
$$ \left(\frac {X_1} {\sum_{i=1}^4 X_i},
\frac {X_2} {\sum_{i=1}^4 X_i},
\frac {X_3} {\sum_{i=1}^4 X_i},
\frac {X_4} {\sum_{i=1}^4 X_i}\right)$$
where $X_i$ are iid exponential random variables. If we ordered the above spacings, the distribution of $(Y_{(1)}, Y_{(2)}, Y_{(3)}, Y_{(4)})$ is equivalent to
$$ \left(\frac {X_1/4} {\sum_{i=1}^4 X_i},
\frac {X_1/4 + X_2/3} {\sum_{i=1}^4 X_i},
\frac {X_1/4 + X_2/3 + X_3/2 } {\sum_{i=1}^4 X_i},
\frac {X_1/4 + X_2/3 + X_3/2 + X_4} {\sum_{i=1}^4 X_i}\right)$$
Any $3$ of the $4$ pieces cannot form a triangle if and only if
$$ \begin{cases}
Y_{(1)} + Y_{(2)} < Y_{(3)} \\
Y_{(1)} + Y_{(2)} < Y_{(4)} \\
Y_{(1)} + Y_{(3)} < Y_{(4)} \\
Y_{(2)} + Y_{(3)} < Y_{(4)}
\end{cases}$$
Note that the second inequality is implied by the first, and the third inequality is implied by the fourth. So the probability of no triangle being formed is
$$ \begin{align}
&\Pr\{ Y_{(1)} + Y_{(2)} < Y_{(3)}, Y_{(2)} + Y_{(3)} < Y_{(4)}\} \\
=& \Pr\Bigg\{\frac {X_1} {4} + \frac {X_1} {4} + \frac {X_2} {3} <
\frac {X_1} {4} + \frac {X_2} {3} + \frac {X_3} {2}, \\
& \frac {X_1} {4} + \frac {X_2} {3} + \frac {X_1} {4} + \frac {X_2} {3}
+ \frac {X_3} {2} <
\frac {X_1} {4} + \frac {X_2} {3} + \frac {X_3} {2} + X_4\Bigg\} \\
=& \Pr\{X_1 < 2X_3, 3X_1 + 4X_2 < 12X_4\} \\
=& \int_0^{\infty} \Pr\{2X_3 > x\}\Pr\{12X_4 - 4X_2 > 3x\}e^{-x}dx
\end{align}$$
Note that
$$ \begin{align}
&\Pr\{12X_4 - 4X_2 > 3x\} \\
=& \int_0^{\infty}\Pr\{12X_4 - 4u > 3x\}e^{-u}du \\
=& \int_0^{\infty} e^{-(3x+4u)/12} e^{-u}du \\
=& e^{-x/4}\int_0^{\infty} e^{-4u/3}du \\
=& \frac {3} {4}e^{-x/4}
\end{align}
$$
So the integral become
$$ \int_0^{\infty} e^{-x/2}\frac {3} {4} e^{-x/4}e^{-x}dx
= \frac {3} {4} \int_0^{\infty} e^{-7x/4} dx = \frac {3} {4} \times \frac {4} {7} = \frac {3} {7} $$
This is not a very elegant way but at least it is doable. Looking forward to someone to post a better solution.
Best Answer
In your picture, you've first chosen two points on the circle, then drawn the diagonals, then found the probability that the third point is on the correct cord. This will get difficult to generalize.
Instead, first choose the two diagonals, then choose the third point, then find the probability that the first two points are on the "correct ends" of the two diagonals. The probability is immediately seen to be $\frac14$.
This method generalizes without much issue to higher dimensions: pick $n$ diagonals and the $(n+1)$th point at random, then place the first $n$ points on the ends of their respective diagonals. This gives you the answer $\frac1{2^n}$ that you conjectured.