what different between よほど、困ったのだろう " and "さぞ、困ったのだろう"
They are near in nuance like
とても but the original meanings are different.
とても (very, really).
Somebody seems to be really embarrassed.
さぞ is an old antique word which appears since Heian-era.
It means like
きっと and implies that the speaker is guessing something.
さぞ 〜 だろう is an idiomatic pair.
The original meaning doesn't contain the meaning like
very, but it implies
very in most usage.
Somebody seems to be embarrassed.
You seem to be embarrassed.