A Thai government supporter was shot and killed early on Sunday at protests in Bangkok, raising the death toll to two as protesters invaded a police compound and forced the evacuation of the prime minister, Yingluck Shinawatra, to a secret location.

Some reports said anti-government demonstrators had seized control of the broadcaster Thai PBS.

Police backed up by the military were attempting to protect government buildings amid the deadly street clashes between supporters and opponents of Yingluck and her billionaire brother, the ousted former prime minister Thaksin Shinawatra.

Anti-government protesters on Sunday broke into the compound of a police sports club where the prime minister had been during the morning but she was able to leave the premises and went to an undisclosed location, an aide said.

In another area of the city police fired teargas at protesters near Government House, where Yingluck's office is located, a Reuters witness said.

On Sunday about 70,000 government supporters gathered near a sports stadium and by morning the surrounding streets were littered with broken glass and rocks from the unrest, a Reuters witness said.

Seventeen battalions of 150 soldiers each, along with 180 military police, all unarmed, were called in to boost security ahead of a deadline the same day set by demonstrators for the ousting of the government.

Fighting had intensified on Saturday after anti-government protesters attacked a bus they believed was full of government supporters. They also smashed the windshield of a taxi carrying people wearing red shirts, a pro-government symbol, and beat two people, one unconscious, police and witnesses said.

As darkness fell, gunfire erupted outside the sports stadium in Bangkok's Ramkamhaeng area, where the 70,000 backers of Yingluck and Thaksin had gathered for a rally in a show of support after a week of anti-government protests.

Around 8pm a gunman fired into Ramkamhaeng University, where hundreds of anti-government protesters had retreated after trying to block people from entering the stadium, witnesses said. One person was killed. It was not known who fired the shots.

Fighting raged in the area through the night. At around 2am, Kittisak Srisunthorn, 36, said he was shot in the arm while sitting with a group of red shirt guards. "I heard homemade bombs, gunshots. People started to throw rocks and glass bottles. There were around one hundred people gathered. I didn't see any police," Kittisak told Reuters.

Thousands of red shirts have begun to return by bus to their homes in northern Thailand but their departure is unlikely to defuse Thailand's worst political crisis since April-May 2010, a period of unrest that ended with a military crackdown. In all 91 people were killed, mostly Thaksin supporters.

Yingluck, who won a 2011 election by a landslide to become Thailand's first female prime minister, has called on the protesters to clear the streets and enter into talks to avoid confrontation, saying Thailand's economy was at risk after demonstrators occupied the finance ministry on Monday. Protest leader Suthep Thaugsuban has told demonstrators laws must be broken to achieve their goals and has urged them to surround the headquarters of the national and city police, ministries and the prime minister's office at Government House. Shopping malls shut as Bangkok braced for violence on Sunday.