When my first horse passed away in March, my sister's QH also acted "off." He was an only horse for a few weeks until I found Scout. I don't quite know whether it was depression, or grieving, or what, but sis' horse definitely knew that his stablemate was gone. They had been pretty buddy sour, and sis' horse never once neighed for Johnny.
He kinda got over it after about 2 weeks, and does TONS better now that he has a barn buddy again.
I would suggest instead of bonding with a goat, etc., try to get him bonding with you. After your ride, treat him to a rub with a currycomb and towel. Hang out in his stall with him and scratch his favorite places. Before you leave the barn, maybe give him a bit of his favorite treat. Behavioral respect is a strong bonder, but a little "fluffy time" goes a long way, at least with my guys. Of course, if you let him, Scout would try to crawl into your lap, lol.