I don't recall ever being particularly embarrassed during sex.
I've been walked in on
in flagrante delicto - but that doesn't really embarrass me. I've queefed but that doesn't bother me, it's not like it can be helped. I did break wind in the more traditional manner

during particularly vigorous sex (it was the bouncing more than the... um... thrusting

) - but I think he was too occupied to notice - it wasn't a particularly loud one, so again, it didn't really bother me.
One time, after anal sex, I had to run to the loo after and I was desperately worried that I may have left something unpleasant on him - but I hadn't - but asking about it when I got back from the bathroom was pretty cringe making, he was a long term partner, obviously, and I shouldn't have been embarrassed to ask, but I was

- I guess that has to be about the worst.