Understanding the covalent clathrate formation is a crucial point for the design of new superhard materials with intrinsic coupling of superhardness and metallic conductivity. Silicon clathrates have the archetype structures that can serve an existant model compounds for superhard clathrate frameworks Si-B, Si-C, B-C and C with intercalated atoms (e.g. alkali metals or even halogenes) that can assure the metalic properties. Here we report the in situ and ex situ studies of high-pressure formation and stability of clathrates Na8Si46 (structure I) and Na24+xSi136 (structure II). Experiments have been performed using standard Paris-Edinburgh cells (opposite anvils) up to 6 GPa and 1500 K. We have established that chemical interactions in Na-Si system and transition between two structures of clathrates occur at temperatures below silicon melting. The strong sensitivity of crystallization products to the sodium concentration have been observed. A tentative diagram of clathrate transformations has been proposed. At least up to ~6 GPa, Na24+xSi136 (structure II) is stable at lower temperatures as compared to Na8Si46 (structure I).