not know which way to look
To not know how to behave in an embarrassing or uncomfortable situation. We didn't know which way to look when Jan and Pete started fighting during dinner. When I hang out with Sarah and Suzie, I always feel like a third wheel, and I don't know which way to look when they start cuddling or kissing.
not know which way/where to ˈlook
(informal) not know how to react or behave in an embarrassing situation: When a half-naked woman walked into the room, nobody knew where to look.