South Korean anti-graft investigators asked police Monday to arrest impeached President Yoon Suk Yeol, after he fended off their week-long efforts to bring him into custody over his failed martial law bid.

The former star prosecutor has refused questioning and defiantly holed up in his residence, with a failed arrest attempt last week leaving investigators trying to extend the warrant's Monday deadline and asking for help.

Investigators from the Corruption Investigation Office (CIO) said they had asked for the police to take over because of the difficulties they had faced. Yoon's legal team has refuted the CIO's authority to arrest him.

"The validity of the warrant expires today. We plan to request an extension from the court today," said CIO deputy director Lee Jae-seung in a briefing to reporters.

He added they would consult police on the timing of the warrant extension. Police have yet to accept the request.

Last week investigators made a U-turn over safety fears following a tense, hours-long standoff with hundreds of security forces.

Yoon faces prison or, at worst, the death penalty if convicted for insurrection over briefly suspending civilian rule and plunging South Korea into its worst political crisis in decades, but both he and his supporters have remained defiant.

"The Presidential Security Service will protect the President, and we will protect the Presidential Security Service till midnight" when the warrant is set to expire, said Kim Soo-yong, 62, one of the protest organizers.

"If they get another warrant, we will come again."

Under the fog of dawn, dozens of Yoon's lawmakers from the People Power Party turned up in front of his presidential residence.

Police moved to block roads in anticipation of another day of protests, as dozens for and against Yoon from the previous day braved sub-zero conditions after camping out overnight.

"I've been here longer than the CIO now. It doesn't make sense why they can't do it. They need to arrest him immediately," said anti-Yoon protest organizer Kim Ah-young, in her 30s.

The initial warrant was issued on the grounds that Yoon has refused to emerge for questioning over his martial law decree.

His lawyers have repeatedly said the warrant is "unlawful" and "illegal", pledging to take further legal action against it. 

The head of Yoon's presidential security service also said Sunday he would not allow investigators to arrest the suspended president.

But the vibrant East Asian democracy will find itself in uncharted territory either way — its sitting president will have been arrested, or he would have evaded court-ordered detention.

Blinken in town

US Secretary of State Antony Blinken arrived in Seoul early Monday for talks with several government officials including acting president Choi Sang-mok, also finance minister.

Washington's top diplomat was not scheduled to meet Yoon but held a joint news conference with Foreign Minister Cho Tae-yul.

But his focus was shifted away from domestic politics when shortly before the press conference started, North Korea fired what appeared to be an intercontinental ballistic missile into the sea.

South Korea's Constitutional Court has slated January 14 for the start of Yoon's impeachment trial, which if he does not attend would continue in his absence.

A prosecutors' report for his former defense minister seen by AFP Sunday showed Yoon ignored the objections of key cabinet ministers before his failed martial law bid, evidence the court may take into account.

It said the country's then-prime minister, foreign minister and finance minister all expressed reservations about the potential economic and diplomatic fallout in a cabinet meeting on the night of the decision.

The country's opposition Democratic Party has also called for the dissolution of the security service protecting Yoon.

But Yoon's lawyers have pledged to wage their own legal fight.

His lawyer said Sunday they would file another complaint against the CIO chief.

The president's legal team "intend to hold those who committed illegal acts strictly accountable under the law," lawyer Yoon Kab-keun said in a statement.

South Korea's Constitutional Court has up to 180 days to determine whether to dismiss Yoon as president or restore his powers.

Former presidents Roh Moo-hyun and Park Geun-hye never appeared for their impeachment trials.