Look embarrassed to lose energy, a warning sign (3,4)
I believe the answer is:
red flag
'a warning sign' is the definition.
(I've seen this before)
'look embarrassed to lose energy' is the wordplay.
'look embarrassed' becomes 'red' (red can mean to go red from embarrassment).
'to lose energy' becomes 'flag' (flag can mean to become tired).
'red'+'flag'='RED FLAG'
(Other definitions for red flag that I've seen before include "The ... ..., anthem of the British Labour Party" , "That should make you careful!" , "Communist banner" , "Sign of danger - sign of socialism" , "A flyer" .)