Oh that's not good. So sorry.
Is there a possibility that the goat got infected with Toxoplasmosis while already in-kid? Any of your farm cats recently had kittens? It may be just if she has come to you recently and as an adult she may not have been exposed to it. It may explain the dead kid (and already a bit smelly...) The nanny itself would not have necessarily shown any signs of being ill, so difficult to know.
I know mine have not been exposed to toxo and neither have my sheep, but I dread the time when some of my fairly new neighbours decideds to get a kitten or two... (and I need to get a farm cat myself, but have not found one at the right time (i.e. none of my sheep or goats in-lamb).