not know which way to turn
not know which way to turn or not know which way to jump {v. phr}
To be puzzled about getting out of a difficulty; not know what to do to get out of trouble.
When Jane missed the last bus home, she didn't know which way to turn.
After Mr. Brown died, Mrs. Brown had no money to pay the bills. When the landlord told her to pay the rent or move out, she didn't know which way to jump.
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Source: A Dictionary of American Idioms