If you have confirmed an allergy to cow’s milk it is not guaranteed that you can tolerate goat and sheep milk. As this recent study published in the journal Current Opinion in Allergy and Clinical Immunology notes, this may apply mainly to IgE-mediated (acute hypersensitivity) milk allergy. When in doubt, the elimination-provocation test is the immunological gold standard (the foods in question are eliminated from your diet and re-introduced later while observing carefully for symptoms).