between Scylla and Charybdis

 Being between Scylla and Charybdis is an idiom deriving from Greek mythology, which has been associated with the proverbial advice "to choose the lesser of two evils". Several other idioms, such as "on the horns of a dilemma", "between the devil and the deep blue sea", and "between a rock and a hard place" express similar meanings. The mythical situation also developed a proverbial use in which seeking to choose between equally dangerous extremes is seen as leading inevitably to disaster. 

 Scylla and Charybdis were mythical sea monsters noted by Homer; Greek mythology sited them on opposite sides of the Strait of Messina between Sicily and Calabria, on the Italian mainland. Scylla was rationalized as a rock shoal (described as a six-headed sea monster) on the Calabrian side of the strait and Charybdis was a whirlpool off the coast of Sicily. They were regarded as maritime hazards located close enough to each other that they posed an inescapable threat to passing sailors; avoiding Charybdis meant passing too close to Scylla and vice versa. According to Homer's account, Odysseus was advised to pass by Scylla and lose only a few sailors, rather than risk the loss of his entire ship in the whirlpool.