Sounds like you have two issues; falling behind and asking for help.

I don't know how you can notice you are falling behind the rest of the class; that would take superhuman skills to be aware of what the "class" was doing and how each student was feeling/doing. It could be that you are not the only one struggling.

Instead of trying to notice/stop falling behindness, I would first try to figure out what the real problem is? Are you day dreaming? Are you aware of exactly when you don't understand something? I would either work on motivation, if day dreaming is your problem, or I would work on asking questions in class (if that's allowed) the moment when you don't understand, "Hey teacher, where'd you get that other number from?".

How are you noticing that you are lost/confused? What are you thinking about beforehand? If you have other, more pressing issues with or other than school then trying to pay attention in class might not be your biggest problem? Does it happen in only certain classes or in all of them?

You may have to learn not to pay attention to what you think others are thinking about you (the embarrassed to ask for help) and concentrate on just where you are lost and a plan for being found. I'm not sure though that you are talking about "immediate" lost/help or long-term, you're feeling too lost to get back on track? Can you talk to the teacher after class, see if they know someone who would be willing to tutor you? Just talking to the teacher can maybe help you get a better idea if you are having "normal" problems or if something else in your life is disturbing your school work. I know my husband was in a college class and the entire class was lost for a couple months because the professor had started too far ahead of what they knew/had already been taught and was expecting them to teach themselves the stuff he skipped! My husband figured it out and confronted the teacher and he stopped and gave a brief lesson (enough for my husband) on what he had skipped.

Teachers need our feedback too, the learning doesn't just go one way. You might have a particularly boring teacher and you might need to come up with a different strategy to deal with that; teaching/learning is a "conversation" and requires a lot of work on both sides to get the optimum result!