In his post he mentions that he has horses. Goats are social and need other herd animals to socialize with. Horses fit the bill as do many other livestock.
I'm with Cassie. You can keep pretty much any breeds together - it's personality conflicts, breeding, and the timing of breedings that makes it complicated.
Good for you for rescuing that poor pygmy! And Congrats on your new additions!
Isn't it amazing how quickly having a pair of goats turns into having several!? lol
Feel her belly, if it feels full, don't worry about it. If it feels empty and her sides are really sunk in, I would start supplemental bottle feedings and keep trying to get her to nurse her mama.