Gunshots hit the vehicle of former cricket star and opposition politician Imran Khan as he led his supporters through the eastern city of Gujranwala. Residents brandishing ruling-party posters attacked his convoy, throwing shoes and stones. Mr Khan was not injured, his spokeswoman said.
Mr Khan and populist cleric Tahir ul-Qadri are slowly leading separate processions towards Islamabad where they plan to occupy the main streets until Prime Minister Nawaz Sharif resigns.
Security was tight in the capital and authorities had blocked several main roads with shipping containers and barbed wire in an effort to thwart the marches.
Riot police were out in force but hundreds of protesters began to gather, banging drums, singing and dancing as they prepared to welcome their comrades approaching the city.
The protests have raised questions over stability at a time when the nuclear-armed nation of over 180 million is fighting an offensive against Pakistani Taliban militants and the influence of anti-Western and sectarian groups is growing.
In the latest violence, 10 militants were killed and 13 members of the security forces were wounded in attacks on two air force bases in the city of Quetta late on Thursday, the third time since June that airports had been targeted.
Some members of Mr Sharif's ruling party have suggested the protests are secretly backed by elements in the powerful military, which has had an uneasy relationship with Mr Sharif.
How far Mr Khan and Mr Qadri succeed in destabilising the government is likely to depend on the stance taken by the military, which has a long history of mounting coups.
While few people think there will be a coup, many officials fear unrest will increase the military's hold over the government.