So many things to consider. Having just lost a fine buck to complications of anesthesia while being de-horned, I will never again have a goat that hasn't been disbudded when a baby. I don't do it myself, but take them to a friend who is excellent at it. I know it hurts them, how could it not, but it's over very quickly and they are fine. It's an individual decision for sure.
When we had Millie de-horned she was sedated but the sedation was only to the point of her being super groggy , there was still resistance. I asked the vet why? wouldn't it be better to be knocked out? The answer was no, that the resistance was needed and helpful with the dehorning and I can tell you because I assisted in the procedure there was plenty of resistance. The nerve block at the brow was given to help with the reduction of feeling. She was very loopy though.