The "in" is redundant. The preposition between already implies the in. You are "in the middle" or "between" two things.
Caught between the devil and the deep blue sea. Means you are damned if you do, and drowned if you don't. You have no comfortable choice.
Caught red-handed goes back to catching a murderer with blood still on his hands, to catch him red-handed. You don't need blood to be caught red-handed, however, but it now means to be discovered with indisputable evidence of the wrong-doing.
Student or Learner