CAIRO—Sudanese security forces detained three prominent pro-democracy figures overnight, their relatives and other activists said Wednesday, as internal and international pressure mounted on the country’s military following its coup. The arrests came as protests denouncing Monday’s takeover continued in the capital of Khartoum and elsewhere, and many businesses shut in response to calls for strikes. The coup threatens to halt Sudan’s fitful transition to democracy, which began after the 2019 ouster of longtime ruler Omar al-Bashir in a popular uprising. Groups of protesters—in some places, dozens, in others, hundreds—set up barricades of stones on main roads throughout the day. Security forces waded in, chasing demonstrators and dismantling the barriers. “It looks like a hit-and-run process, they remove, and we build,” activist Nazim Sirag said. Some protesters were shot and wounded, activists said, though they did not have exact figures. Security forces confronting demonstrators have killed at least six people since …