This classic is a mash up of “neither hide nor hair” (no sign of someone or something) and “can’t make heads or tails out of it” (unable to understand someone or something). A big thank you to Yvonne Stam for hearing and sharing this malaphor.
When I heard this one, naturally I did a double take. The speaker meant to say “tail between his legs” (embarrassed from a loss) but apparently got the wrong part of the anatomy. He may have been thinking “heads or tails” or perhaps “head over heels” (excited), but my guess is that he was thinking “head up his ass” (conceited) considering who he was referring to. Nuff said.