Build a resting bench with enough room for Your goats to walk underneath & lay down in deep warm bedding. Bedded 'den' areas under benches or inside study open sided wooden boxes will help trap body heat for warmth during extreme cold winter temperatures.
And someday, when we have coops full of rescue chickens, we'll have rescue goats running and playing on their goat fort. /LOL you need a couple thick poles with a going across from one to the other. Goats really enjoy that.