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My first thought was that it looked like a healing abscess, but I wasn't sure. If that's all it is and it is not oozing, you should be perfectly fine.
If it is not red, warm, or swollen, it should not be a problem. Just keep an eye on it to make sure it heals and doesn't get worse. It looks a little large from the pictures, but the goat could have just had a bit of a reaction to the vaccine. Do you usually take their temps before giving shots...