It's an interesting question, a nice phrase. I like it.
I think you get partway into the answer if you take a peek at a
photograph taken by johninaustralia and captioned : "The Loneliest
Goat in the World". The line underneath runs "This poor guy was all
alone on the Lighthouse hillside... I even read an article about him
in the local newspaper, saying that the rest of his 100 or so buddies
had been relocated after they had been tearing up too much of the
greenery - but this one had still eluded capture. At least he's got
enough food to himself!"
So here's the literal loneliest goat: he's been left all alone, his
friends gone elsewhere. But there is an upside, some comfort, however
cold: all that vegetation, all that food!
So to your full phrase: there is a page titled >trapped< at
<http://meeniki.blogspot.com/>, an angst-filled diary which includes
the line "the loneliest goat sees the sunset last..."
From the context, written by someone who appears often to be a loner
at school and outside, this reads as a line of self-comfort: you may
be alone but there are compensations, you get to see things other
There is a slightly different version of the phrase on the New York
Teens page at <http://newyorkteens.studentcenter.org/#acmilancalcio>
Here Michael notes his favorite phrase as "Quote : The loneliest goat
always sees the last sunset...."
Which may have a slightly more depressing spin to it, the last sunset
at the end of the universe, or it might just be the last of the
sunset, after everyone else has gone indoors, gone to do other things.
I have not found a reference to your full phrase, "The loneliest goat
always sees the last sunset last", but I suspect that this is a
corruption of the two versions, and again refers to cold comfort,
however bad things seem to be, there is (always? often??) something
good to find.
Strategy: Google search: "loneliest goat"
I hope this answers your question satisfactorily but if you need
clarification or more thought on the matter, do ask before you give a