Nanny : goat :: ___ : sheep (3)
I believe the answer is:
ewe
I believe this clue is a double definition.
'nanny goat' is the first definition.
(thesaurus)
'sheep' is the second definition.
(a ewe is a female sheep)
(Other definitions for ewe that I've seen before include "Lamb's dam" , "Directions" , "Palindrome for a female sheep" , "creature" , "She'll provide material to knit" .)