Since GMOs are still controversial & bioethics debates are on-going around the world, you know the production & the research on GM animals are extremely limited. However, these were few research on GM goats on few issues like Antimicrobial Protein Lysozyme, Artificial Spider Silk etc.
Antimicrobial Protein Lysozyme: Article Consuming Transgenic Goats' Milk Containing the Antimicrobia...
at UC-Davis https://photos.ucdavis.edu/bp/#/folder/225806/