There is a gland behind the horn of a Mountain Goat that is sometimes overlooked by taxidermists that aren't familiar with the species.

It is easily seen in this reference photo from the Randal Curtis FGT Mountain Goat Reference Album.

The pocket for this gland is not hard to find on the skin behind the horns.

Make a ball of clay and insert it into this pocket of skin when you are ready to sew up the hide.

When it is in place, just blend it to the correct shape.