I bought my two horses from a lady near Rocky Mountain House, miles away from anything but trees and beasts.... All her horses and a couple of very aged ponies lived out 24/7 365. She had dogs as her guard animals which seems to be a pretty popular thing round here.
If it were me I would get a standard donkey as companion + guard, plus for my own peace of mind I would have a couple of big dogs that patrol the boundaries.
Which, on reflection, is exactly what I have!
Whilst we are not in Cougar territory here I have a near neighbour who moved from mountains near Calgary. She had dogs and never had a problem with cougars.