Democratic senators and union leaders led federal workers in rallies at the White House and across the country on Thursday, just one day before the partial government shutdown over border wall funding threatens to deny all of them their first full paycheck.

As President Trump visited the southern border in McAllen, Texas, and declared that he will "almost definitely" use his emergency powers to build the wall if talks remain stalled, the demonstrations emphasized the financial strain imposed on government employees since the shutdown began Dec. 22.

Roughly 420,000 employees were deemed essential and are working unpaid. An additional 380,000 are staying home without pay. On Thursday afternon, after assurances from Senate Majority Leader Mitch McConnell, R-Ky., that President Trump will sign the bill, the Senate passed legislation to provide back pay for federal workers furloughed during the ongoing government shut down.

Statistics provided by the Department of Labor showed that 4,760 federal employees filed for unemployment benefits in the last week of December, an increase of 3,831 from the 929 who applied the week before.

"Shutting down the government is not a policy that should be followed," House majority leader Steny Hoyer, D-Md., told a boisterous crowd of protesters in Washington, D.C., on Thursday. Some near the White House chanted, "Do your jobs, so we can do ours."

"Ladies and gentlemen, we need to keep yelling and screaming and hollering until this president opens up that government -- of the people, for the people and by the people," Hoyer continued.

Also speaking at the rally, Democratic Virginia Sen. Mark Warner accused Trump of using federal workers as "pawns."

Protesters initially gathered near the AFL-CIO building in Washington, where union leaders placed the blame squarely on Republicans.

"Let's call this shutdown what it is: It's a lockout," AFL-CIO president Richard Trumka shouted. "Shame on the Senate. Shame on the White House. This lockout has to end, and it has to end now."

Two large unions representing federal workers -- the American Federation of Government Employees and the National Treasury Employees Union -- have argued it is illegal to force workers to show up to their jobs without pay.

Vermont Independent Sen. Bernie Sanders, who delivered his own rebuttal to Trump's Tuesday night address from the Oval Office, also rallied attendees on Thursday. Sanders has consistently accused the White House of manufacturing a crisis, and has argued that climate change and health care are more urgent concerns than illegal immigration.

"Today we say to this president, ‘Grow up, do your job, end this shutdown,’” Sanders said.

Maryland Democratic Sens. Benjamin Cardin and Chris Van Hollen also spoke to the crowd, as did Connecticut Democratic Sen. Richard Blumenthal.

Other rallies were taking place in Atlanta, Denver and Ogden, Utah, where some 5,000 IRS workers are affected by the shutdown, according to KUER NPR Utah. A local food bank reported that 50 percent more families have showed up this week than the last.

Democrats have increasingly sought to make federal workers the face of the shutdown in recent days, amid reports that hundreds of unpaid Transportation Security Administration (TSA) officials are calling out sick at airports.

WATCH: AIRPORTS REPORT LONGER SECURITY LINES AS TSA AGENTS CALL OUT SICK

"He thinks maybe they could just ask their father for more money," House speaker Nancy Pelosi said after a contentious meeting at the White House on Wednesday. "But they can’t." (Trump walked out of the meeting after Pelosi flatly refused to consider any spending bill that included wall funding.)

Although Trump has said that "most of the people not getting paid are Democrats," he has also sounded notes of empathy during the shutdown.

"I can relate," Trump told reporters this weekend. "And I’m sure that the people that are on the receiving end will make adjustments. They always do. And they’ll make adjustments. People understand exactly what’s going on. Many of those people that won’t be receiving a paycheck, many of those people agree 100 percent with what I’m doing."

“There is not gonna be any bend right here," Trump added.

The shutdown, which enters its 21st day Friday, will be the longest in history by this weekend. Most of the government workers received their last paycheck two weeks ago.

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Some workers are relying on donations, including launching GoFundMe campaigns. A food pantry has opened up at a Coast Guard base in Boston.

Gabrielle Roesch, who identified herself a government scientist, wrote on Twitter: "Applied for unemployment....even though I have a job... surreal."

Essential government workers, like TSA agents, have been required to show up to work without pay, and have little basis for an unemployment claim, analysts said. While furloughed workers and government contractors may have stronger unemployment claims, they would likely have to return the money if Congress approves back pay to furloughed workers once the shutdown ends, as it has done with previous shutdowns.

However, many government offices that process unemployment claims are understaffed, creating another headache for furloughed workers and contractors running low on funds.

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Theodore Atkinson, a furloughed trial attorney in the Justice Department's civil division, told The Associated Press he is spending "extraordinarily stressful" days anxiously watching the news at his home in Baltimore.

He was told to stay home during the last government shutdown in 2013. But this time, he had little time to prepare for a missed paycheck or tie up loose ends with the cases he is working on, he said.

With two children and a mortgage, child support and alimony payments, Atkinson said he has taken out a personal loan to cover two paychecks, just to be safe. But if the shutdown stretches into February, he may need to take out another.

"It's all uncertain and I don't know how it ends or resolves itself," he said. "This isn't a matter of me not going to the movies or out to eat as much. I can't cut off my power or my cellphone or move out of my house."

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Negotiations to end the shutdown stalled on Thursday, as Trump, during his visit to the U.S.-Mexico border in Texas, argued a barrier made of steel would deter human trafficking and other violent crimes.

Trump, accompanied by elected officials and border agents, highlighted gun, trafficking and drug crimes along the border during remarks at a patrol station in McAllen. The president spoke in front of a table of items border agents have seized, including a rifle, handguns, a plastic bag full of cash and bricks of heroin and methamphetamine.

“If we had a barrier of any kind, a powerful barrier, whether it’s steel or concrete ... we would stop it cold,” Trump said of human trafficking. The president then took part in a briefing by border agents.

Back in Washington, Democrats on Thursday were blocked in the Senate after trying to proceed with House-passed spending bills that would fund the government and end the partial shutdown without new border wall money. Sen. Mitch McConnell, the Republican majority leader, blocked that effort, saying it amounts to “pointless show votes.”

Fox News' Alex Pappas and The Associated Press contributed to this report.