“I’m caught between the devil and the deep blue sea.” When you’re faced with two dangerous alternatives, you’re damned if you do, and damned if you don’t.
An earlier version of the idea of being caught between evil and the sea is found in Homer’s Odyssey, where Odysseus is caught between Scylla (a six-headed monster) and Charybdis (a whirlpool). Well, Circe helped him get through those straits alive.
So luck and love help. So does a little music, like the song by Harold Arlen and Ted Koehler (lyrics), written for a musical called Rhyth-mania at The Cotton Club in 1931 and performed by Cab Calloway:
“I should hate you
But I guess I love you
You’ve got me in between
The devil and the deep blue sea”
It’s covered here by George Harrison: