Between hay and grass. Neither one thing nor yet another; a hobbledehoy, neither a man nor yet a boy.
Between cup and lip. (See Slip.)
Between Scylla and Charybdis. Between two equal dangers; on the horns of a dilemma. (See Charybdis.) Between two fires. Between two dangers. In war, an army fired upon from opposite sides is in imminent danger.
Between two stools you come to the ground: “Like a man on double business bound, I stand in pause where I shall first begin, and both neglect.” “He who hunts two hares leaves one and loses the other.” Simul sorbere ac flare non possum. The allusion is to a children's game called “The Ambassador,” also a practical joke at one time played at sea when the ship crossed the line. Two stools are set side by side, but somewhat apart, and a cloth is covered over them. A person sits on each stool to keep the cloth taut, and the ambassador is invited to sit in the middle; but, as soon as he is seated, the two rise and the ambassador comes to the ground.
Between you and me (French, entrenous). In confidence be it spoken. Sometimes, Between you and me and the gate-post. These phrases, for the most part, indicate that some ill-natured remark or slander is about to be made of a third person, but occasionally they refer to some offer or private affair. “Between ourselves” is another form of the same phrase.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894