Speak to your vet again, as vets are allowed to prescribe drugs under "the cascade" which means that we can prescribe something that is only licensed for another species - which is essential for goats as there is nothing licensed for worming!
It may be worth getting them to do a worm egg count in a faecal sample first, as it doesn't sound like they do a lot of large animal work so may only be able to sell you much much more wormer than you would need for two pygmies.
If your vets aren't even able to offer worm egg counts (they can send it to the lab if they don't have the kit to do in house) and/or wormer, I would advise changing vets as they may not be much help if you have an emergency!