I created a rectangle by pointing and clicking 4 anchor points. My question is, is there a way to connect two already existing anchor points to create a diagonal segment? I am trying hard with the pen tool and the direct selection tool but I'm not having any luck. Thanks!
If the path is closed you need to open it by removing one segment between 2 corners (left image). Then add 2 points away from the corners (middle image). Then hit Ctrl+U then A and drag these 2 points on top of your corners (right image).
So if you need different colours for each half of the shape, this will not work. You will have to build 2 different triangular & closed paths.