A number of Azimio leaders are jittery following reports dozens of police had been dispatched to look for them.
The leaders went into hiding on Tuesday evening and up to Wednesday they were still missing from their usual residences.
This followed reports that a number of the leaders including Embakasi East Member of Parliament Babu Owino had been detained.
Owino was detained at Jomo Kenyatta International Airport on arrival from Mombasa. About six other Members of the County Assembly and pockets of activists including one Calvin Okoth alias Gaucho were also detained overnight.
They were accused of planning anti-government demonstrations, which they deny.
It is not clear if they will be produced in court even as a spot check in most police stations showed they had not been booked as required.
Government officials said this was part of the strategies the police are using to disrupt the planned three-day protests.
Other senior Azimio leaders have been missing since Tuesday evening, police aware of the issues said.
Teams sent to their homes in the city and upcountry did not find them.
They were still searching for them by Wednesday morning. They include governors, senators, MPs and MCAs.
The demonstrations called by Azimio leaders and which the government has claimed were facilitated by ex-President Uhuru Kenyatta, have paralysed operations in most parts of the country.
Pockets of protests were reported in the city but anti riot police dispersed the groups especially in eastlands amid claims of insecurity.
The Azimio leaders had said they received credible intelligence that the police were planning major arrests and detentions targeting luminaries as part of efforts to contain the protests.
The government on Tuesday ordered the closure of all-day primary and secondary schools in Nairobi, Mombasa and Kisumu ahead of anti-government demonstrations.
This marked the pitch of the protests even as fears grew of lawlessness.
In a joint statement signed by Interior Cabinet Secretary Kithure Kindiki and his Education counterpart Ezekiel Machogu, the two ministers noted that credible intelligence reports had revealed plans by a number of rogue elements to attack specific schools in the two counties in order to 'unleash terror and violence on the public' during the demos.
"The Government has received credible security intelligence that criminal elements intend to engage in armed skirmishes with security agencies around certain schools within Nairobi, Mombasa and Kisumu," reads the statement.
"As a precautionary measure to ensure the safety of school children, it has been decided that all day Primary and Secondary schools within Nairobi and Mombasa cities shall remain closed tomorrow."
The Education Ministry will announce the resumption of learning in the aforesaid schools upon assessment of the security situation in the course of Wednesday.
Inspector General of Police Japhet Koome declared the planned protests illegal.
According to Koome, the organizers of the protests had by Tuesday evening not made any formal notification to the police on the planned gatherings.
He warned Kenyans against participating in the demos saying the police would accordingly deal with demonstrators.
Long distance drivers were urged by their organization to be cautious and if possible suspend their trips.
Kenya Railways announced the suspension of train services in Nairobi over the protests.
Some public service vehicles also announced they would keep off-roads and monitor the situation.