Your menagerie isn't any odder than many others I've read about here on BYC! Our pony LOVES to chase the chickens around the pasture. I used to worry that they'd get trammeled but it seems to be a game. They bait her by coming up close, catching her eye, then running for the hedge!
We also raised (bottle-fed) Nubian goats awhile back and absolutely loved them. It's fun to see how all of the different animals interact!