A friend is looking for this information and seems to remember the poem being one of Wordsworth's works however I cannot find the reference for her. Any help along with the passage it is included in would be helpful.
I checked the 'Complete Poetical Works of William Wordsworth' in both the index of opening lines and index of titles - unfortunately I didn't find anything re: "the devil and the deep blue sea", utilizing all variations.
Perhaps another it is penned by someone else?
Bartleby have it attributed to Ted Koehler:
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That doesn't mean it wasn't coined before, but I suspect that a source like Bartleby would include it under Wordsworth if it had been in one of his poems.