1
general::
Phrase(s): not know where to turn [and] not know which way to turn
to have no idea about what to do (about something). • I was so confused I didn’t know where to turn. • We needed help, but we didn’t know which way to turn.
McGrawhill's American Idioms And Phrasal Verbs
2
general::
Also, not know which way to jump or turn. Have no idea of how to get help or what course to take. For example, With all these offers coming in, he didn't know where to turn, or When her car was towed, Meg was distraught and did not know which way to jump. The first phrase dates from about 1400.
American Heritage Idioms