We keep a small flock of hair sheep (Katahdin). Not goats, but there might be some crossover in my experiences to your concerns.
I know that sheep wouldn't figure out a shock collar system, at least not with a
lot of work on training them. They would get a shock and freak out and run until they fell down or got lost. It is tough to train the lambs to a halfway decent electric fence. I don't think goats are as dumb as sheep, but they are flightier, I think.
One thing to consider is that the maintenance on animals like this is physically demanding. too. I keep about six breeder sheep year round, and hoof trimming and deworming and vaccinating is couple hours of cursing a few times a year. The hoof trimming is the worst; I lay them down in their stall, which is physically challenging. Goats might be easier, though, and many are smaller (my sheep are about 100 lb ewes and 175 lb rams, I'd estimate).
If I didn't like eating lamb so much, I doubt I'd go through the trouble involved with keeping them.