In our paper, Pluripotential theory and convex bodies: a Siciak-Zaharjuta theorem (Computational Methods and Function Theory (2020), 20(3-4), 571-590) by Bayraktar et al., we proved a regularity result of \(P-\) extremal function. In this paper, we prove some other stronger regularity results analogue to those in the standard setting. Specifically we focus on proving the following proposition: Proposition: Let \(K={\bar{D}}\subset {\mathbb {C}}^d\) be the closure of a bounded domain D with \(\partial D\) of class \(C^{1,1}\) . Then, for any \(Q\in {\mathcal {C}}_\alpha (K)\) , where \({\mathcal {C}}_\alpha (K)\) is the Hölder class \(\alpha\) on K, we have \(V_{P,K,Q}\in {\mathcal {C}}_\alpha ({\mathbb {C}}^d) \text { for a convex body } P\subset (\mathbb {R^+})^d.\)