"Why do they treat us like dogs, like animals - no other country does this?" said 18-year-old Salah Zooabie, a Syrian student who left the southern town of Dar'aa two years ago for Egypt before crossing to Greece by boat and then by land to Hungary.
Like many on the march, Mr Zooabie had paid 125 euros for a railway ticket to Austria, but had been unable to use it after the Hungarian authorities shut the international train lines in a bid to draw a line under the mass-migration of recent months which has seen 160,000 migrants enter Hungary this year.
Viktor Orban, Hungary's outspoken Right-wing prime minster, provided an answer - repeating his claims yesterday that uncontrolled immigration is in danger of destroying the "Christian" fabric of Europe.
"Now we talk about hundreds of thousands [of migrants] but next year we will talk about millions and there is no end to this," he told Hungary's public radio. "All of a sudden we will see that we are in a minority in our own continent."
The parliament also declared a "state of crisis caused by mass immigration", allowing the police and army to assist in processing asylum seekers and operating detention facilities. Transit zones will also be set up along the border with Serbia to hold asylum seekers while their claims are assessed.
It was on that border that Hungary saw a further outpouring of the migrants' frustration yesterday, as around 300 people broke out of a refugee camp in the town of Roszke, clashing with riot police before being forced back to the facility.
Meanwhile at Bicske railway station, around 20 miles outside Budapest, around 350 migrants who were refusing to leave a train and be taken to a nearby camp also broke through a police cordon and also began walking west.
A 51-year-old Pakistani man died after collapsing on the railway track as he fled, while security forces escorted off around 150 people who remained on the train - many of them women and children.
The 500 migrants had been locked in a stand off with police for more than 24 hours, those at the centre of the siege speaking of desperate conditions.
A man who said he had travelled from Syria emerged from the stationary train to plea for international assistance to end the crisis and allow the passengers to move on to their desired destination of Germany.
"We have no food, no water; it's too dirty. We are going to die," the man said, flanked by several mothers and fathers with their small children, some of the women screaming and smashing their hands on a wire fence separating the tracks from the station building.
"Where is the United Nations or our human rights?" the Syrian man asked.
"The Hungary government and all the world should see our women and children." Back on the M1, the marchers continued on, angry and defiant as they struggled silently up the hard-shoulder of the motorway, leaving a trail of discarded bottles, clothes and soiled lavatory wipes.
As they walked, they were escorted along the motorway by police cars whose occupants watched from a distance, apparently avoiding a further confrontation as a helicopter clattered overhead.
As the day wore on, there were pitiful scenes as mothers and fathers urged their exhausted young children, some shod only in cheap plastic flip-flops, to march on a little further - but as they entered their tenth mile walking in the midafternoon sun, for many there was only energy left for tears.
The Hungarian government maintains that many of the refugees are economic migrants, rather than victims of war, but most appeared to exist in a grey area thrown up by conflicts in Syria and the wider Middle East that have destroyed economies and opportunity.
Ayad Asfour, a 42-year-old health and safety office from Damascus who until last year had a job at a Nestle plant, was marching with his wife and 12-year-old son, Yazan, who was using a baseball cap with the Nestle logo on to shield himself from the sun.
After his factory closed, Ayad taught English as a volunteer at his son's school, but last month decided to leave, taking a bus to Lebanon and then crossing into Greece via Turkey on one of the rubber dinghies that now deliver migrants to Europe by the thousands per day.
"I hide my face from the TV cameras," he says, "I don't want my colleagues and friends to see my like this. This is my shame. I ask the Hungarian government, if this was them, would they want to be treated this way?"
It is an appeal to compassion that looks likely to fall on deaf ears, with an opinion poll this week finding that some two thirds of Hungarians consider mass migration to be a threat to their way of life, lending support to their government's hardline.
As the sun set outside Budapest, they refugees marched on, the Budapest police apparently unsure how to react, wondering how to end a stand-off that - like Europe's greater migrant crisis - seemed to have no clear end in sight.