A federal judge accused them and other officials of the Fernandez administration of crimes "including the deliberate seizure of funds principally meant for public road works."
The demonstrators underscored the resistance her conservative successor will face to his plans for change.
Argentines warmed to Macri's pledges to liberalize the economy and stamp out corruption
Scioli is backed by outgoing President Cristina Fernandez.
Argentina is one of the few countries that allow people to change their gender on official identification documents.
Antonio Stiuso disappeared following the murky death of state prosecutor Alberto Nisman in January.
The previous prosecutor died mysteriously last month.
Alberto Nisman had drafted a request that President Cristina Fernandez be arrested for conspiring to derail his probe into the deadly bombing of a Jewish center.