It comes amid an increasingly unpredictable and unruly fight for power in the oil-rich South American nation.
Venezuelan opposition leader Juan Guaido last month declared himself to be the country's interim president, prompting a large group of nations, including the United States, to recognize his interim presidency.
The president won an election boycotted by most of the opposition previous year.
But nearly as soon as the aid convoy departed, the limitations of Guaido's high-stakes gamble became clear.
"We don't have weapons", said Edwin Palominio, a 47-year-old worker, his shirt bloodied from the confrontation.
"The struggle in Venezuela is between dictatorship and democracy, and freedom has the momentum". The forces of Nicolas Maduro vow to stop the aid from coming in at all costs. Maduro ordered Colombian diplomats to leave Caracas within 24 hours.
Eyewitnesses told The Associated Press that at least one truck went up in flames on the Francisco de Paula Santander bridge, which also links Venezuela and Colombia, prompting locals to rescue boxes of emergency food and medicine.
Also in Urena, protesters stole a city bus and set it on fire to express outrage over thwarted humanitarian aid deliveries. "I couldn't avoid the (rubber) bullets and they hit me in the face and my back".
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"The concert is an huge help because this type of initiative was necessary to open our eyes and pressure the Venezuelan government", said Wendy Villamizar, a 32-year-old Venezuelan woman wearing a cap with her country's yellow, blue and red tricolor. "But still, these soldiers are scary". Medics near the bridge were treating dozens of people from tear gas inhalation and the stampede that retreated when canisters were fired.
Clockwise from top left; Venezuelan singer "Chyno" performs during "Venezuela Aid Live" concert; thousands attend the "Venezuela Aid Live" concert at Tienditas International Bridge in Cucuta, Colombia; People with Venezuelan flags chant anti-government slogans on their way to the concert in Urena, Venezuela; Richard Branson organized the Venezuela Aid Live concert.
The Venezuelan guardsmen held rifles and handguns over their heads as they were received by Colombian migration authorities.
"I don't know that anyone can give a timeline of when the dam might break, said Eric Farnsworth of the Council of the Americas and Americas Society, a Washington-based think tank".
Opposition leader Juan Guaido has seen off an aid convoy headed for Venezuela from Colombia.
The powerful military's backing is crucial to the viability of the socialist leader, with defections strengthening Guaido's hand.
"I ask the armed forces, is it constitutional for them to fire against unarmed indigenous people?" said Jorge Perez, a local councilman in Gran Sabana, the district where the town is located who said he was present when the soldiers opened fire.
On Friday the tense stand-off turned deadly when two people were killed and 15 wounded as they tried to prevent Venezuelan troops from blocking an entry point on the Brazilian border.
On Friday, British billionaire Richard Branson is putting on a Live Aid-style concert in Cúcuta created to highlight the crisis as well as raise funds for medical relief.