The Thai government has urged residents of Bangkok to stay indoors after about 30,000 protesters took to the streets in a violent "people's coup" that saw at least four killed and more than 100 injured.

In a televised address, deputy prime minister Pracha Promnok stressed that the embattled administration was still in control of the nation, even though Prime Minister Yingluck Shinawatra had been forced to flee protesters earlier in the day and her whereabouts were still unknown late on Sunday.

Throwing stones and petrol bombs, and wielding knives and sticks, the protesters gathered in various locations around the city – including government ministries, police headquarters, the prime minister's office and television stations – with the aim of wresting control from Yingluck's democratically-elected government and installing a "people's council" of unelected representatives.

After a week of largely peaceful demonstrations, during which anti-government protesters managed to cut electricity and telecommunications of state buildings, storm army headquarters and occupy ministerial offices, protests took a violent turn over the weekend as government opponents and supporters clashed across the city. Those killed were shot at a sports stadium early on Sunday where some 70,000 "red shirts" rallied in support of the government amid skirmishes with anti-government protesters, many of them students. There were also unconfirmed reports of another death after bones were allegedly found inside a burnt-out bus near the stadium later in the day.

Yingluck's government has been careful to use as little force as possible against the protesters, but at Government House – home to the prime minister's offices – they were met with teargas as they repeatedly attempted to break through concrete barriers and razor wire. Teargas and water cannon were also used in two other areas in the city, with about 50 injured in the clashes, local media reported.

Many businesses, including five major shopping malls, were closed for the day, with a number of schools and universities planning closures on Monday.

The protesters – most of whom support the opposition Democrat party – believe Yingluck is a puppet of her brother Thaksin, the former PM ousted in a military coup in 2006 who was widely accused of being an anti-monarchist. The tycoon lives in self-imposed exile in Dubai after being convicted of corruption charges he claims were politically motivated.

The instability in Thailand hinges on an amnesty bill promoted by Yingluck's government as an attempt to calm tensions after the 2006 coup. Clashes between "red shirt" Thaksin supporters and "yellow shirt" opponents have occurred on and off for the past seven years, the most violent taking place in 2010, when some 2,000 were injured and nearly 100 killed during a violent military crackdown.

Critics believed the amnesty bill would have seen Thaksin's corruption conviction cleared and allowed the polarising former leader to return to Thailand, where many believe he would again try to run the country. Despised by the urban, educated, royalist elite, Thaksin and his allies hold the support of the poor rural north thanks to populist policies such as farming schemes and universal healthcare.

Although Yingluck shelved the amnesty bill, protest leader Suthep Thaugsuban – a former deputy prime minister in the previous Democrat government – has vowed to keep fighting and, in a brief meeting with the leader said he had given the prime minister two days to "return the power to the people".

Suthep has so far ignored requests for mediation and negotiation, including those by Yingluck herself, and said their meeting today was "no negotiation and no compromise".

"This is the only [meeting] and there will be no more until a victory for the people," he added. It was unclear why police – who have taken out a warrant for Suthep's arrest given his role in the protests – did not detain him at the time.

It was still unknown where Yingluck was riding out the political storm, but Thaksin's lawyer, Noppadon Pattama, told Reuters she was still in Bangkok.

"For safety reasons, we cannot disclose her location," he said, adding that Thaksin himself had also pleaded with the government to show restraint with the protesters.

"The government must be the bigger person in this scenario," he said.

Yingluck had previously told the BBC that she would not step down, nor would she dissolve parliament.