Duality between Banach spaces and compact convex spaces

In my opinion, the most natural expression of this symmetric duality is that between Banach spaces and Waelbroeck spaces (the latter being Banach spaces with a suitable compact topology on the unit ball). This goes back to work of Lucien Waelbroeck and Henri Buchwalter. For a systematic treatment, I would refer to the monograph on category theory and Banach spaces by Cigler, Losert and Michor which can be readily found online.

Judging by what you say in the question, I think you are referring to what Świrszcz called "Saks spaces" in this article:

Monadic functors and convexity, Bull. Acad. Polon. Sci. Ser. Sci. Math. Astronom. Phys. 22 (1974), 39–42

There they are defined to be pointed compact convex sets (embeddable in a locally convex space), subject to the condition that for every point $x$ there exists a $y$ such that $\frac{1}{2}x + \frac{1}{2}y$ is equal to the base point (this does not match what everyone else uses "Saks spaces" to mean). Świrszcz proved that this category is equivalent to the category of Eilenberg-Moore algebras of the monad of signed (Radon) measures with total variation $\leq 1$. Incidentally, Świrszcz's article predates Giry's article, so it is perhaps not quite right to refer to it as a Giry monad.

A more extensive version appeared as a preprint. I have a copy, but it is hard to track down by the official channels.

However, Świrszcz does not touch on the duality with Banach spaces. This is covered by the reference given by Seine for Waelbroeck spaces. It is not hard to show that "Saks spaces" in Świrszcz's sense are equivalent to Waelbroeck spaces by taking a "Saks space" $X$, embedding it in a locally convex space $E$, then shifting the base point of $X$ to 0 and restricting $E$ to the subspace absorbed by $X$. There are also other versions of this duality, such as Smith spaces (maybe Sergei Akbarov can give a reference).

Yes, see Proposition 8.1.3 of the book Mathematical Quantization. This describes a duality between Banach spaces and "dual unit balls", which are defined as compact, convex, balanced subsets of locally convex TVSs.