Well I mostly no longer leave collars on my goats because I don't need to, and when I do I have one or two dog collars.
I used to make collars out of soft webbing, which I stitched into loops at both ends. I would use a curtain ring to fasten it (the sort that are cheap light metal, with a clip and spring). I liked this, as the collars had plenty of 'comfort' room, and because of the ring, they were always lowest at the throat, they hung on the natural contour of the goat and looked really comfortable. The curtain rings were the key ingredient ... they snap so easily, if the goat gets caught, hung or horned, the collar just comes away immediately. When you wanted to add a lead, you just added the loop on the end of the lead into the curtain ring.
But, I stopped leaving collars on because I just don't need to. Instead I use a lead that is its own collar that I can just slip on and off.
It's made out of webbing, with a big brass ring in the middle (actually off-centre) I thread the long end through the ring to leave a loop, slip it over the head and run the leads together so the loop is the right size for the neck ... you're holding two leads, unless you let go of the wrong one, the loop will not tighten, in fact unless there is active tension on it, the loop will sag bigger. So if the goat just follows, it is a big loose collar and lead that are almost not felt, but if she rebels, it will simply return to a normal snug collar size and there is no room for escape. When you finish, if you pull the right one, the lead will simply pull away off the goat.