BERLIN/GEVGELIJA - German Chancellor Angela Merkel stood firm Monday on her liberal refugee policy, despite a drubbing in regional elections described as a "debacle" in which disgruntled voters turned to the anti-migrant AfD.

Merkel's Christian Democratic Union (CDU) was at the receiving end of voter anger, suffering defeats in two out of three states in Sunday's elections - including traditional stronghold Baden-Wuerttemberg.

The stinging result for the conservative CDU was accompanied by a surge in backing for the right-wing populist Alternative for Germany (AfD), which had sparked outrage by suggesting police may have to shoot at migrants to stop them entering the country.

The elections were the biggest since Germany registered a record influx of refugees that reached 1.1 million in 2015, and largely regarded as a referendum on Merkel's decision to open the doors to people fleeing war. The mass-circulation Bild newspaper described it as a "day of horror" for Merkel, as calls multiplied for her to change tack. But her spokesman shot that down.

"The federal government will stay its refugee policy course, fully determined, at home and abroad," the spokesman, Steffen Seibert, told a news briefing. "The goal must be a common, sustainable European solution that leads to a tangible reduction of the number of refugees in all (EU) member states." Seibert said Merkel would continue to pursue a strategy of working to bolster the security of the EU's external borders and cooperating with Turkey to reduce refugee flows.

Meanwhile, hundreds of desperate migrants were stopped by Macedonian troops Monday after managing to cross the border from Greece, where thousands have been left stranded after Balkan states slammed Europe's migrant door shut.

The migrants, who had set off from an overcrowded Greek refugee camp several hours earlier, waded through a surging river as they found an alternative route north into Macedonia, bypassing the closed regular border crossing.

As thousands of refugees scramble to find ways past the Balkan blockade, three Afghans drowned in a rain-swollen river in Macedonia, while the Greek coastguard was searching for eight migrants missing in the Aegean.

The Greek-Macedonian border - and more specifically the mud-soaked Idomeni camp - has become the focal point of the crisis in recent weeks, as thousands of migrants fleeing war in Syria and Iraq were blocked from heading further north.

Over 14,000 people have been stranded at Idomeni in increasingly desperate conditions after the main route to western Europe through the Balkans - taken by over one million migrants since the start of 2015 - was effectively shut down last week.

On Monday some 1,000 migrants set off on foot in search of an alternative route into Macedonia, marching from Idomeni to the village of Chamilo some two kilometres (over one mile) away, closer to the sealed frontier with Macedonia.

The group was quickly surrounded by Greek police as, carrying all their belongings, they crossed hills and a river to reach the village, an AFP reporter said.

But twice they managed to get round Greek police, the first time because there were too many of them, the second time because police vehicles could not follow the migrants into the river. But they were later stopped by Macedonian troops and the journalists travelling with them taken to a police station.

On Twitter a group using the hashtag #Marchofhope posted photos of people wading through water, with children on parents' shoulders.

Gevgelija is just over the Konska river which runs parallel to the Greek-Macedonian border.

Babar Baloch, spokesman for the UN refugee agency, has described the Idomeni camp as "human misery at its peak". British volunteer Matthew Sheppard said some of the migrants were getting desperate.

"We all know that the only real solution is for war to stop, to cut off the head of the snake. Here we are only doing damage control ... We are just trying to put out a fire."

Earlier Monday, three Afghan migrants, including a pregnant woman, were found drowned in a river swelled by heavy rain as they tried to cross into Macedonia from Greece, the Macedonian interior ministry said.

Another 19 Afghans who tried to cross with them were taken to a nearby reception centre and four, who were injured, were taken to hospital, said ministry spokeswoman Natalija Spirova Kordic.

The deaths came after several days of heavy rain in the border area which has led officials to instigate anti-flooding measures.

Separately eight migrants were reported missing in the Aegean Sea after their boat sank in rough weather, triggering a rescue operation backed by a helicopter off the Greek holiday island of Kos, the coastguard said.

They are the first to go missing in Greek waters for several weeks, as the coastguard and EU border agency Frontex have begun picking up as many migrants as possible in the Aegean in a bid to reduce the number of deadly accidents.

Some 135,000 people have arrived in Greece from Turkey in flimsy boats since the beginning of January, according to the International Organization for Migration, with 418 perishing on the dangerous crossing.

Wintry weather and the Balkan border closures have failed to deter people from heading to Europe in search of new lives, with 1,700 landing on Greek islands in the last 24 hours.