capitalization - How is title case applied to idioms containing prepositions?

For title case that does not capitalize articles, conjunctions, and small prepositions, how should one capitalize compound verbs and idiomatic phrases containing one of these elements?

For example,

when in doubt, smash it

Following the title case I described, it could be written as:

When in Doubt, Smash It

However, the "in" is part of the idiom "in doubt" rather than being used alone. Using that logic, it might be more appropriate to write it as:

When In Doubt, Smash It

Which way is most appropriate? Do any style guides address this problem or similar ones?