I want a cashmere one to use as a pillow

Tiny is done, a Pygmy is about the same or you have a slightly larger Nigerian Dwarf of miniature.

Goats 'thing' is their energy. (they will still snuggle during post lunch nap time though)

It's hard to know why you'd want a lazy goat, what comes to mind is house training. That might work.

Also these goats (Myotragus balearicus) are not cold-blooded (Not sure where the headline came from) and I wouldn't call them a goat, since they are closer to a mountain goat which I don't call a goat because they are not a Capra.