[FernleaFarm]

You have described exactly the way my doe with lungworms was early on. She started like that in February. She was pregnant at the time. I kept calling my experienced goat keeper friend and describing it to her. She thought she just had a cold. I bought an herbal nasal/sinus relief and wondered why it wasnt working. After my doe kidded in April, she seemed always anemic. I continued to give her the nasal remedy and added Goatade. At the end of June, she went downhill, hardly able to breathe. I called my friend over, and she said that she was pretty bad off, and guessed that it must be lungworms. The next morning, she was so bad that I decided that it wasn't worth taking her to a vet when she would most likely die. It was vey hard, but I made her comfortable, and she died that evening. She was my her herd queen.

Anyway, it could be lungworms. But it could also be pneumonia, as ksalvagno suggested. I am no expert, so don't take my word at once
The fecal examination would be a good idea to start with. If it is lungworms, worming would be your route, is my thinking.

I hope this will give you an idea. And I don't want to scare you with my experience. If you find out what it is now, you won't go through what I did.

Plus, I think something was going on on top of the lungworms with my doe. I'm not sure what, but everywhere else I research I don't find symptoms quite like hers.
Sorry, I talk a lot