I have no idea whether there is already an agent that will infect goats and humans beyond the “usual suspects” such as anthrax.
I will say that I find it hard to believe that goats would be a good vector for disease unless they could be infected by something that could be spread in an aerosol form (sneezing). Goats are not prone to exchanging saliva (in the manner that dogs, for example, do) even when engaged in their common passtime of nibbling. Their excrement is expelled in tiny, hard, pellets rather than big, wet, sloppy pi(l)es in the manner of cows, so there is not a likely case that humans would come in contact with that. (When goats are sick, their turds get sticky and clump together, but they are still fairly dry by most standards. I suppose that a disease that produced scours (more common among newly born kids) could be more infectious, but now you have to find an agent that will both infect humans and produce scours.) They do not groom themselves with their tongues as cats do, so their is a reduced likelihood of picking up a bug by petting their coats. And the majority of people who drink goat milk or eat goats are in the goat raising community, so you have a limited number of people who will be exposed through those methods. (I suppose that Kentucky might have more goat interaction than the farm country of Northeast Ohio, but I suspect that it is still a fairly narrow vector.)