wrt to keeping goats and sheep together - if you know that both goats and sheep are worm free, you do not have problems with fluke, foot rot and they stay on clean land to which no other sheep (they are more likely causing problems for the goats rather than the other way round) then no there should not be a problem. Goats would still go inside overnight with sheep staying out? I would then keep a copper lick inside the goatshed, and a general one outside for both sheep and goats. If you feed any concentrate to the sheep (and a different one to the goats) then you would have to feed separately as well.... so yes possible, but needs some planning beforehand.
If however you want to sell your goats as CAE free (and test annually for it), then you cannot run your goats with untested sheep- so you would have to include them in your testing regime.