Dictionary

between the devil and the deep blue sea en · ADP

(idiomatic) Between undesirable alternatives.
- “I hope it's a funny hangin',” said Skeeter, serious again. “'Pears to me that it's a even bet whether I get hung or killed with a bullet. Kinda between the devil and the deep blue sea, as my dad used to say. I ain't got much choice, I reckon, unless it is to get out of town, and I hates to be herded.” 1922, W. C. Tuttle, The Spark of Skeeter Bill:
- Talking about the old Players' Union, it reminds me that at one meeting we had, a player stated that if a club had a horse they wanted to part with, some one would have to find the horse in fodder until the negotiations were finished. A player is during that time between the devil and the deep blue sea, and has to entirely support himself during that period, and I have known many excellent players give up the game for this reason. 1908, John Cameron, Association Football and How to Play It, Chapter 11:

Spelling	Features	Labels	Source
the devil and the deep blue sea		alternative	lexicographic
betwixt the devil and the deep blue sea		alternative	lexicographic