Lyric discussion by 9Spaceman9 

I think "Caught between the devil and the deep blue sea" means something different than stated above. I don't think the deep blue sea symbolizes purity in this context.

I think it means that you're as low as you can possibly get while still living. If you get any lower, you'll be in Hell, with the devil --- if you go through with killing yourself.

That's how I interpret it.

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