Not well, a guy is embarrassed (3,2,4)
I believe the answer is:
ill at ease
'is embarrassed' is the definition.
(I've seen this before)
'not well a guy' is the wordplay.
'not well' becomes 'ill' ('ill' is the opposite to 'well').
'guy' becomes 'tease' (I've seen this before).
'ill'+'a'+'tease'='ILL AT EASE'
(Other definitions for ill at ease that I've seen before include "On edge" , "discomfited" , "Elite, alas? (Anag)" , "Unsure and constrained in manner" , "Fidgety" .)