The separation is harder on the goat then the horse. Our billie tends to jump the fence and follow us on the trail if we are riding locally. I think he likes trail riding. I also think he knows to stay put when we trailer the horses, because he's not a problem then.
Anything will work, they can bond with most animals. Get a goat and some chickens just pen the chickens up in the field for about a week then turn them out a few at a time and they should stay around the field. Chicken with feed off the manure and keep it stirred up and keep the goat company when the horse is gone. Or get a goat and a cow they will keep each other company when the horse is gone and a cow doesn't eat like a horse.
I feel very guilty that he feels this way. So I have been spending every spare time I have sitting in his feed bowl talking to him while he eats. Brushing him, walking him, fussing over him etc. He is getting a little bit better day by day which is good and he is still eating. Thanks again for all the help.