On Monday an explosion killed two people and injured several others in Bahir Dar, according to a police officer. It was not clear what caused the explosion or whether it was linked to the protests.
Mitiku Tegne, acting medical director of the city's Addis Alem Hospital, said three men watching football at a bar were killed and 15 injured in the incident.
Members of Amhara's local military and allied militias said they oppose the government's order to disband and join the federal army or police, sparking days of protests in several towns and cities across the region.
Gizachew Muluneh, spokesperson for the Amhara regional administration and federal government spokesperson Legesse Tulu did not immediately respond to requests for comment on the explosion.
Banks, schools and government offices were closed in another city in Amhara, Debre Birhan, on Tuesday, following days of protests in the area against the government's move.
Residents said they could hear the sounds of gunshots and heavy weapons on the outskirts of the city on Tuesday morning.
Amhara politicians and activists have condemned the government order that requires local troops from each of Ethiopia's 11 regions - which enjoy a degree of autonomy - to integrate into the police or the federal army.
They say disbanding Amhara's forces would leave the region vulnerable to attacks by neighboring regions, including Tigray, whose leaders agreed a truce with the federal government in November to end a two-year war that killed tens of thousands.
Amhara forces fought alongside the federal army in that conflict.