Hundreds of protesters seeking to overthrow Thailand's government stormed a police compound on Sunday where the prime minister had been during the morning, forcing her to leave hastily for an undisclosed location, a government official said.

Police fired several rounds of teargas in an area of Bangkok near Government House, after a chaotic night of street fighting elsewhere in the capital during which two people were killed and at least 45 wounded.

As the Thai capital braced for what protest leaders are calling "V-Day" for toppling the government, thousands gathered at several points across the city, wearing black, waving flags and blowing whistles.

A "red shirt" government supporter was shot and killed early on Sunday, a day after a 21-year-old student was also fatally shot, as protesters intensified a week-long bid to topple Prime Minister Yingluck Shinawatra and end her family's more than decade-long influence over Thai politics.

Police called in military back-up to protect government buildings after the clashes erupted between supporters and opponents of Yingluck and her billionaire brother, ousted former Prime Minister Thaksin Shinawatra, near a sports stadium where about 70,000 government supporters had gathered.

The fighting is the latest in an intractable conflict that broadly pits Thailand's establishment of royalists, wealthy elites and the urban middle class against the poor supporters of Thaksin, who come mostly from provinces north of Bangkok, the country's lowest-income regions.

Protest leaders have told supporters to seize 10 government offices, six television stations, police headquarters and Government House, where Yingluck's office is.

The headquarters of state broadcaster Thai PBS were taken over by protesters, according to a statement from PBS and police, and at least 3,000 protesters massed in front of the police headquarters, a Reuters reporter said.

Five major shopping malls were shut as a precaution.

Streets near the stadium, the scene of intense street battles overnight, were littered with broken glass and rocks, a Reuters witness said. A red-shirt leader, Jatuporn Promphan, said four red shirts had been killed but Reuters only confirmed one, 43-year-old red-shirt guard Viroj Kemnak.

Forty-five people were wounded in the fighting, according to the government's Erawan emergency center.

Thousands of red shirts began to return by bus to their homes in northern Thailand after their rally was called off in a bid to calm the tension but that is unlikely to end 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 then, mostly Thaksin supporters.

Military called in

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, saying Thailand's economy was at risk after demonstrators occupied the Finance Ministry on Monday.

Protest leader Suthep Thaugsuban has ignored her and told demonstrators that laws must be broken to achieve their goals.

Seventeen battalions of 150 soldiers each, along with 180 military police, all unarmed, were called in to boost security on Sunday ahead of a deadline the same day set by demonstrators for ousting 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 backers of Yingluck and Thaksin had gathered for a show of support after a week of anti-government protests.

Around 8 p.m., 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 2 a.m., 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.

Thaksin, a former telecommunications tycoon, was removed in a 2006 military coup and convicted two years later of graft, charges he calls politically motivated. He remains closely entwined with the government from his self-imposed exile, sometimes meeting with Yingluck's cabinet by webcam.-Reuters