Burma's military leaders extended the detention of elected leader Aung San Suu Kyi until February 17, when she is expected to make a court appearance by videoconference. "I saw two arrests; they ran after them and caught them".
Hundreds of thousands have taken to the streets across the country for 10 days to denounce the coup, which derailed the South-east Asian country's tentative transition to democracy, and to call for Ms Suu Kyi's release.
The township police chief had earlier warned the crowd not to block the way, but there was no warning that authorities would use violence against the protesters.
One student told reporters that police arrested the students while they were peacefully demonstrating.
Large demonstrations were also held in Naypyitaw and far-flung corners of the country dominated by ethnic minorities.
Loved ones are concerned about the safety of the three, who are aged 65, 17 and 14, the family member said.
Khin Maung Zaw has previously revealed that he's unable to meet them.
Tuesday's internet blackout would be the fourth since February 1, when the military staged a putsch and detained Suu Kyi, ending a decade-old fledgling democracy after generations of junta rule.
Journalists on the scene also said police had beaten them in the melée.
Monitoring group NetBlocks reported that a "state-ordered information blackout" had taken Myanmar nearly entirely offline, but services began resuming around the start of the working day.
A day earlier, Buddhist monks gathered outside the city's USA embassy and chanted the Metta Sutta, a prayer that urges protection from harm.
The anti-coup movement has continued apace despite intensifying fears of a harsher crackdown, like on Sunday night when troops in the northern city of Myitkyina fired tear gas and then shot into a crowd of protesters.
Also late on Saturday, the army reinstated a law requiring people to report overnight visitors to their homes, suspended laws constraining security forces from detaining suspects or searching private property without court approval, and ordered the arrest of well-known backers of mass protests.
Troops briefly moved some armoured vehicles around Yangon, days after security forces stepped up arrests targeting a civil disobedience movement that has seen huge crowds throng streets in big urban centres and isolated frontier villages alike.
The United Nations human rights office said on Friday more than 350 people have been arrested in Myanmar since the coup.
France will keep supporting the people of Myanmar in their struggle for democracy, a spokeswoman for the Quai d'Orsay, the foreign ministry, said on Monday.
"Together with its European and global partners, France will continue to support the people of Myanmar in their struggle for democracy and the rule of law", spokeswoman Agnès von der Muhll said in a statement.
A joint statement from the US, British and European Union ambassadors urged security forces not to harm civilians.
At the bank, several hundred people quietly held up signs calling for colleagues to join the CDM - the civil disobedience movement.
"Attention generals: You WILL be held accountable", he tweeted.
"Some 15 embassies including those of the European Union and Britain issued a statement late on February 15 calling on security forces to refrain from violence against demonstrators and civilians who are protesting the overthrow of their legitimate government".
In a special session at the Human Rights Council in Geneva, the original resolution presented by Britain and the European Union was revised to remove calls to bolster the ability of a United Nations rights expert to scrutinize Myanmar and for restraint from the country's military.
The junta insists it took power lawfully and has instructed journalists in the country not to refer to it as a government that took power in a coup.