How to keep points inside a polygon and remove other points?

I have a 3d point cloud as shown in the first figure. I want to detect and draw polygons around all the boundaires present in the point cloud, I mean main polygon that represents the outer boundaries of the point cloud and another polygons that defines the inner boundaries as shown in figure 2. I tried convex hull but it only gets points representing the outer boundaries. The idea is that I want polygons defining all the boundaries such that later on if I have any points lying inside the inner boundaries or outside the outer boundaries I can remove them. Any ideas how I can do that in python?