What breed are they, as if I remember right pygmy goats can have a hereditary skin problem like psorisis in people it is especially on head, zinc and sometimes steriods may help. Also possibility's of vitamin mineral deficiency such as zinc. Also could be hormonal if lice mites ringworm ruled out.Try put some zinc oxide nappy cream on that will help sooth the skin til you and vet can pinpoint the cause. Maybe a vitamin / mineral drench may help.