They are among 10 lawmakers stripped of immunity after the Supreme Court said they should be investigated for conspiracy, rebellion and treason.

The opposition led by Juan Guaidó tried to spark a military rebellion against President Nicolás Maduro last week.

His deputy remains in prison after being detained on Wednesday.

Edgar Zambrano live tweeted his arrest by intelligence agents, saying the authorities surrounded his car and then towed it away with a crane when he refused to get out.

Mr Guaidó, leader of the opposition-controlled National Assembly, declared himself interim president in January.

While more than 50 nations, including the US and most in Latin America, have recognised him, President Maduro retains the support of the military's top ranks and his allies abroad, such as Russia and China.

Mr Guaidó has called for fresh street protests against Mr Maduro on Saturday.

Who has fled to the embassies?

Américo de Grazia and Mariela Magallanes are both in the Italian embassy, while their colleague Richard Blanco has gone to the Argentine embassy.

Italy's foreign ministry confirmed on Wednesday that Ms Magellanes, who is married to an Italian and has applied for citizenship, had come to their embassy and would "be extended all possible protection and hospitality".

On Friday, Italian authorities also confirmed Mr Grazia was in their Caracas mission. The MP thanked Italy in a tweet, although he did not confirm he was inside.

Mr Blanco meanwhile told newspaper El Nacional he went to Argentina's embassy after Mr Zambrano's arrest, accusing Mr Maduro of conducting "a wave of persecution".

 Americo de Grazia is one of several lawmakers to take shelter in foreign embassies

Spain meanwhile has vowed to protect another opposition figure, Leopoldo López, who took shelter in their Caracas embassy after escaping from house arrest last week - although acting foreign minister Josep Borrell has said Spain "will not allow its embassy to turn into a centre of political activism".

Seven other National Assembly lawmakers remain at risk of being arrested.

The National Constituent Assembly (ANC) - a body convened by President Maduro and made up exclusively of his supporters - lifted the parliamentary immunity of the National Assembly lawmakers this week, on the orders of the Supreme Court.

What's the situation in Venezuela?

Mr Guaidó invoked the constitution to assume the position of interim president, arguing that Mr Maduro's re-election last year was illegitimate.

Since then, tension between those who support Mr Guaidó and those who back Mr Maduro has increased. The military is seen as holding the key to the balance of power.

On 30 April, in a video recorded near an air force base in Caracas, Mr Guaidó called on the military to help him oust President Maduro. Mr Zambrano was one of the lawmakers seen in later footage talking to Mr Guaidó on a flyover near the air force base.

While a small group of uniformed men joined Mr Guaidó, the top brass of the military quickly declared its loyalty to President Maduro and the status quo was maintained.

Mr Guaidó has since told the BBC he would consider asking the US to stage a military intervention.