Vanishing thetanulls and hyperelliptic curves

Let $\mathcal{M}_{g,2}$ be the moduli space of curves of genus $g$ with a level-2 structure. We prove here that there is always a non hyperelliptic element in the intersection of four thetanull divisors in $\mathcal{M}_{6,2}$. We prove also that for all $g\geqslant3$, each component of the hyperelliptic locus in $\mathcal{M}_{g,2}$ is a connected component of the intersection of $g-2$ thetanull divisors.