I understand, especially the driving distance...gas is just too expensive! Wouldn't be too bad to make a drive once, but everytime you needed buck service...yeah, I feel you! I have a friend just a few minutes away who has bucks I can use, though they are often too closely related to my does.
I lucked out that she had a real nice boy that I could borrow this time that wasn't related!! Otherwise I'd have to drive several hours to VA, leave my doe(s), then go back and get them in 3-4 weeks. Ugh! But I'm like you, I don't want to keep a buck. It's just not worth it for a couple of does.
If it's more convenient to find buck service locally, what about a Nubian or Alpine? You could just get one if you think 2 would be too much milk, and get a wether as a pet to keep her company. Or are you stuck on the lil' guys?
While I love the look of the Alpines and Nubians are so sweet, I really love my little goats!
Good luck, I know how you feel, being ready for them and having a tough time finding them! I was the same way back when we started looking for our first goats. They are so cool, you're going to love them! The right ones will come along.
ETA: You can breed a pygmy to a Nigerian, but you're going to lose the dairy character in subsequent generations. If you want them for pets, it'd be fine; if you really want them for milk, it's not going to be a good move genetically. I would also wonder about the dairy quality of the unregistered does. They could be great little milkers that just aren't registered, or they could end up to be poorly bred, with no thought given to production, and you'll be disapointed when you try to milk them.