between the devil and the deep blue sea
Facing two equally unpleasant, dangerous, or risky alternatives, when the avoidance of one ensures encountering the harm of the other. I was between the devil and the deep blue sea, for if I didn't take out another loan—and go deeper into debt—I could not pay off the debts I already owed. The police knew with certainty he had drugs in his car, so he became trapped between the devil and the deep blue sea: either lie to the police, or admit that the drugs belonged to him.
devil and deep blue sea
see under between a rock and a hard place.