Goats shiver but are warm?

I have just noticed this this year. But, my two dwarf Nubian/Pygmy crosses have huge coats. A nice house, bedding and lots of hay. When I throw them there hay I notice that they're shivering but warm underneath all that fur..,what the heck is going on? I over feed hay in the winter to keep them warm but feel terrible seeing them shiver. :(

They're acting completely normal as well. Not acting sick or anything.
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When I had goats they didn't seem to handle te cold very well either. They shiver to generate heat which is why they feel warm to the touch though they feel the cold.
Mine used a radiant heater & wore blankets.

Maybe I should get them blankets?
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If you get them blankets I want pictures of them in their blankets. Also, a video of getting them in the blankets would make my day

Chick's has them on sale.
They're easy to blanket. Have the whole blanket in front & attach the neck part first, then flip the blanket to the correct position & do up the belly band. This is about the only way to do it if they have horns.
Saddles Tack Horse Supplies - ChickSaddlery.com: Dog Blankets - Up to 73% Off!

I put a dog blanket on my Alpine weather. He was shivering, and he is boardering thin & 8 years old. So I wanted to blanket him, since he likes to stand outside with the horses. It just has the belly band (no hind leg bands) and it slides off his back, even if I strap it tighter. I finally had to take it off.

Hi, I am renewing my acquaintance with the board, so will just jump in here.

My alpine wears a foal blanket (pink, but I tell him that pink is the new blue ;))

I raise dairybred bucks (I can have up to 60 at a time) and at this time of year I have heat lamps on for them. If any are looking cold I have 'goat coats' whch are basically just squares of polartec fleece with slits cut in the edges, I slide their legs through and for babies that does. For grown up goats I have no illusions that that design would last long at all.