Jawar Mohammed, a member of the Oromo ethnic group who has been a public critic of Abiy, had accused security forces of trying to orchestrate an attack against him.
In a press conference Thursday flanked by opposition MPs, Jawar appealed for calm while accusing the authorities of stoking instability.
"In a way which is dangerous and endangers the country, the federal police have attempted to carry out a major crime," he said in Addis Ababa, the capital.
"For the police, who are trying to test us, I think they got a good answer. Our people have proven that it is impossible to intimidate them."
Police had denied reports that Jawar's security detail was being removed to leave the popular and outspoken figure vulnerable to attack.
But for a second day running his supporters gathered in large numbers outside his residence after standing guard throughout the night, witnesses told AFP.
"All the people are at his house. People came even from outside Addis just to protect him. I walked eight kilometres (five miles) to get here. We are suspicious of the federal police," said Ousman Abdulahi, one of Jawar's supporters.
Four people were killed in Wednesday's clashes in Oromia, one of nine regions in the ethnically diverse country, hospital and police sources said.
An official at St. Paul's Hospital in Addis Ababa, who insisted on anonymity because he was not authorised to discuss casualties, said the facilities had received "two bodies from Oromia."
Separately, Dejene Muleta, the chief police commander for Adama, a town in Oromia where protests continued Thursday, said two people died in the violence there.
"Unrest in Adama city on Wednesday has left two people dead, injured 50 others and caused extensive property damage," he told the state-run Ethiopian News Agency.
He did not elaborate on how the deaths occurred.
Shimeles Abdisa, vice president of the Oromia region, told regional media Wednesday night he was "very sorry for the lives that have been lost".
"We could replace the property which was destroyed but sadly we can't get back people who lost their lives," he said.
Witnesses said the atmosphere was tense in Adama on Thursday, with protests and road closures for a second day.
"There are protests again today. The roads are closed and no one is going to school. People are at home. The hospitals are closed and people who need treatment are not getting it," said Tesfay Bekele, a resident in Adama.
The unrest highlights divisions within the ethnic Oromo support base that swept Abiy to power last year -- divisions that could undermine his position ahead of elections planned for May 2020.
As head of the US-based Oromia Media Network, Jawar played a crucial role in promoting anti-government protests that prompted Ethiopia's ruling coalition to appoint Abiy as the first prime minister from the Oromo ethnic group, Ethiopia's largest.
But the two men have been at odds recently, with Jawar openly criticising some of Abiy's reforms.