I think the trickiest aspect of this phrase is that it’s quite long. Practise by breaking it into two, then join the two halves together when you’re confident. Never try to say phrases too quickly. That will make your pronunciation worse. Make sure the front of your tongue is touching your teeth for the two /ð/ sounds. The second syllable of “paddle” is unusual, because there’s no vowel. You need to practise going from /d/ to /l/ without removing your tongue. The tongue touches the same part of the mouth, just back from the top teeth, for both sounds. When you go to the /l/, just let the air come round the sides of your tongue. It feels strange at first, but you’ll soon get used to it.
This phrase means “we’re in serious trouble”, and has a ruder version you can find here: