Closest pair of points in a Plane
No, your approach will not work

Let $O$ be your chosen origin. Let $A$, $B$ be two of your other points. $OAB$ form a triangle. 

The vector you have in mind would contain the distances $\overline{OA}$ and $\overline{OB}$. You can not determine the distance $\overline{AB}$ using only the two other sides of the triangle. You would need at least one of the angles for that.

As for a concrete counter example:

$O = (0,0), A = (0,2), B = (0,5), C = (2,0)$

so your vector would be:

$\overline{OA} = 2, \overline{OC} = 2, \overline{OB} = 5$

The differences are:

$\overline{OA}-\overline{OC} = 0$

$\overline{OC}-\overline{OB} = -3$

$(C, B)$ forms the minimum of but the closest pair is $(A, B)$ with a distance of 3.