Thank you so much for the replies! I'm so glad this generated a bit of discussion, these emotions can be so difficult to even admit to, let alone talk about..
justafriend, I completely agree that shame is deeper than embarrassment.. Starting this thread actually got me thinking about this more and more. I feel that shame is something you learn, usually probably in early childhood - it becomes a
belief that 'I'm not good, I'm bad, I shouldn't exist'.
It's actually funny that only after I'd started this thread did I realise that I don't really even know what I mean by embarrassment

Or, I find it hard to put it into words.. But I feel that embarrassment always requires other people to be present, or at least the thought of doing something 'embarrassing' in front of other people.. Frankly, I think embarrassment comes from the thought 'Oh, what must they think of me?!' So.. It's basically low self-esteem??
Whereas I think shame initially requires someone else to 'humiliate' you, for instance, when a parent abandons a kid - the kid then thinks, 'It's my fault, there's something about me that made them do it' - but it can then become the kid's (and later, adult's)
own belief, thought that they're bad.
So, embarrassment is me doing something and then fearing others will banish me for it - whereas shame is someone else doing something and
teaching me I'm worth nothing..

Which, of course, is never true - we're all worth something just for being born!