They look like they are giving the dog the benefit of a doubt as to whether its friend or foe. With my herd the ears automatically go back (if they have them!) and out, the hackles go up and the necks arch. Lots of snorting and in the case of my nasty pants Lamancha queen, growling!
My goats are finally getting used to having the 2 LGD around, after 2 years! Your girls look like they would be fine with a guardian!