Authorities have gradually ratcheted up their use of force against a massive and largely peaceful civil disobedience campaign demanding the return of ousted leader Aung San Suu Kyi.

Three anti-coup protesters have been killed in demonstrations so far, while a man patrolling his Yangon neighbourhood against night arrests was also shot dead on the weekend.

Overnight the US blacklisted another two members of the regime -- air force chief Maung Maung Kyaw and fellow junta member Moe Myint Tun -- after announcing targeted sanctions against other top generals earlier this month.

"We will not hesitate to take further action against those who perpetrate violence and suppress the will of the people," Secretary of State Antony Blinken said.

He called on the regime to end attacks on peaceful protesters, journalists and activists, release prisoners detained since the coup, and "restore the democratically elected government."

Washington's announcement came hours after the European Union approved sanctions targeting Myanmar's military and their economic interests.

"All direct financial support from our development system to the government reform programmes is withheld," said Josep Borrell, the EU foreign policy chief.

But he said the bloc would not curb trade ties for fear it could hurt the wider population.

The Myanmar military has deployed tear gas, water cannon and rubber bullets against protesters, with isolated incidents of use of live rounds.

They have also stepped up the presence of security forces in Yangon, Myanmar's largest city and commercial hub.

- 'Pray for them' -

More than 680 people have been arrested since the February 1 coup, according to the Assistance Association for Political Prisoners monitoring group, with nearly all still behind bars.

Overnight internet shutdowns have also become routine, fanning fears of anti-coup protester arrests during the blackouts.

The crackdown has failed to quell weeks of massive street demonstrations, joined by large numbers of striking civil servants, bank staff and healthcare workers.

Tens of thousands rallied on Monday in the capital Naypyidaw, a military stronghold. More than 100 people were arrested as police chased protesters through the streets.

Demonstrators in Yangon ignored security forces and barricades set up around the city to hold impromptu vigils for protesters killed in the unrest.

"We can only pray for them," said student Thura Myo. "Even when we are sad, our voices will be heard by the international community."

The work boycotts have government administration along with business and the banking sector, and on the weekend the junta issued an ominous warning that suggested its patience was wearing thin.

"Protesters are now inciting the people, especially emotional teenagers and youths, to a confrontation path where they will suffer the loss of life," said a message aired on state media.

Suu Kyi has not been seen since she was detained in a dawn raid but has been hit with two charges by the junta, one of them for possessing unregistered walkie-talkies.

Her hearing is expected on March 1.