A sign on the door asked customers' forgiveness "for not attending you due to the lack of milk."
The Argentine great could replace Cesar Farias who quit in November last year.
An imprisoned former police commissioner has gone on a hunger strike for freedom.
Ruling Socialist Party legislators voted to ask the state prosecutor to investigate Maria Corina Machado.
Official said the captain was shot late on Sunday at a street barricade set up by demonstrators.
Protesters are demanding political change and an end to high inflation and crime rates.