LOL! My SIL had horses, and a goat to keep them happy. When we would ride out, that goat would cry so loud at being left behind that we could hear her a mile away.
When we came back and were cooling the horses down, goat would walk up and down, up and down with us. A very sweet little goat.
Sounds like the horses kept the goat happy!
I know that if one of mine gets separated from the rest; it kinda panics and hollers; too; until they herd up again.