Return the browned goat and any accumulated juices to the pot. Add the whole scotch bonnet, bay leaf (if using), coconut milk, chicken stock, and soy sauce. Stir well, bring to a boil, then immediately reduce to a gentle simmer. Cover with the lid slightly ajar so steam can escape and the sauce can reduce.
Simmer until the goat is fork-tender and the sauce looks glossy and slightly thickened, about 110 minutes. Stir every 20 minutes and keep the heat low enough that you see steady bubbles but not a furious boil (boiling can make goat tougher). If the pot looks dry at any point, add 1/2 cup water and keep simmering.
Heat control tip: Goat gets tender with time, not with higher heat. If the sauce is reducing too fast, lower the heat and add a splash of stock. If it is too thin at the end, simmer uncovered for 10 minutes to tighten it up.
Before you add vegetables later, fish out the scotch bonnet and bay leaf. If you want more heat, pierce the pepper while it simmers, but do it carefully and wash your hands after. A whole pepper gives that signature curry goat jamaican style aroma without turning the stew into a dare.