My goats were having this problem. Their coats looked shaggy and the fluffy undercoat was coming up. I didn't suspect worms because I regularly used a pelleted goat wormer. A few weeks later while i was on vacation, all of my goats became ill. They started scouring. My favorite one Paddy, died. The people who were watching over the goats took the two sickest to the vet. The vet said they had worms. She said that I needed to rotate wormers. I'm not sure if this is your problem, they could just be shedding, but if they start to get sick, it might be a good idea to take them to the vet.