Tens of thousands snaked their way through the financial hub's main island under crisp winter skies in what looked set to be the biggest turnout in months.
Millions have hit the streets in protests fuelled by years of growing fears that authoritarian China is stamping out the city's liberties.
In July, police announced the seizure of about 2 kilograms (4.4 pounds) of TATP, which has been used in terrorist attacks worldwide.
Meanwhile, in Hong Kong, several hundred people who work in advertising started a five-day strike to show support for anti-government protests.
The move came as the world's two biggest economies have been striving to finalise a 'phase one' deal in their protracted trade war.
At one of Sunday's rallies -- a gathering to thank US lawmakers for their support -- protesters said they were determined to keep up the pressure on local authorities after the election victory.
Renewed calls to hit the streets came after Beijing and city leader Carrie Lam refused further political concessions despite a landslide victory for pro-democracy parties in local elections.
The law would require the State Department to certify once a year that Hong Kong is sufficiently autonomous to retain its special US trading consideration.
The Chinese Foreign Ministry's statements came just hours after Trump signed the Hong Kong Human Rights and Democracy Act of 2019 into law.
Hardcore protesters occupied the campus nearly two weeks ago after blocking the Cross-Harbour Tunnel and set toll booths on fire during clashes with police.
'We're in the final throes of a very important deal, I guess you could say one of the most important deals in trade ever,' Trump said.
The city's largest pro-Beijing political party was seriously bloodied, with at least 155 of its 182 candidates defeated, media reports said.
Hong Kong media said Monday that the pro-democracy camp had won a commanding majority of the 452 district council seats at stake, taking control of at least 17 of the city’s 18 district councils.
Meanwhile, Hong Kong's unpopular pro-China leader Carrie Lam said on Monday her government would 'listen humbly' to the public after voters dealt a humiliating election setback.
Counting was still underway following record turnout in Sunday's polls, but partial results indicated that candidates favouring greater democracy were on course to seize a shock majority.