Not sure about the thistles, but we have pygmy goats - our fence was less than 1m high and they have never jumped it, we had pygmy x togs before, about twice the size of an actual pygmy - they did try and jump the fence a couple of times only - one got her foot caught in the two top wires we had put in above the stock mesh wire to heighten the fence and I ended up having to cut her out, a bit of a trauma, she just limped for a day and was ok. If your goaties are well fed and happy, its unlikely they'll jump the fence at all. I wouldn't tether ever, only if you're out with them doing other jobs and keeping your eye on them at all times. And make sure you have lots of hard standing to avoid those feet problems.