I raise llamas. First, all llamas do not make good guard animals. They actually are bred for their guarding instinct so you have to get one from someone who is breeding and has tested the specific llama as a guard animal.
I have 13 llamas, two of those are excellent guard llamas. They have tried to run down and kill the coyotes that come into our pasture. One coyote only made it out alive because it was close enough to the fence line to get away from a very angry llama. The other eleven will sound an alert call but will NOT go toward the coyote.
If you have a true guard llama you will have a great defense against predators. However, a pack of dogs or cougar or bear can defeat a llama so in those cases a couple of good guard dogs (Anatolian Shepherd, Pyrs, etc.) would be far better to use as a livestock guardian.
Generally gelded male llamas make the best guard llamas, however, my two are females. An intact male can be just fine as long as there are no female llamas anywhere around. I would discourage using an intact male but I have friends who do. You do want to make sure the male llama wasn't bottle raised... they are the ones who end up turning on their owners because they see people as another llama and treat them accordingly.
My llamas and my goats get along just peachy - never any issues with them together.
However, if you have milk goats or pregnant does they need alfalfa hay and you never want to give alfalfa hay to llamas except as an occasional treat. I feed my goats and llamas separately if giving alfalfa hay. However, llamas can often get all the food they need just from pasture grazing, if you have plenty of grass. Both llamas and goats can have grass hay together with no problems.
I strongly suggest not getting a donkey for all the reasons mentioned above.
My first suggestion would be to get a couple of good livestock guard dogs. The biggest reason that people have failures with their livestock guard dogs is because they try to make them part of the people family. You must put them in with the livestock they are going to guard when they are puppies and you must not interact with them anymore than you have to when feeding and working around the animals. The puppies live 24/7 with their livestock and are treated as working dogs, not family pets. Thus, they bond with the animals not with the people. That doesn't mean they are mean or unsafe or unfriendly to people... not at all, they just know they have a job and that is to stay with their livestock.
Obviously there is a lot more to having guard animals with livestock but this gives a very basic overview.
Good luck in your decision.