A Puzzle about the Wolf

This is from one of today’s slides that we didn’t have time to talk about. It is a variant of the fairy tale modeled after observations by Geoff Nunberg:

Before the mother goat goes out, she instructs the little goats not to open the door to a stranger: “If somebody knocks, ask him to show his hoof in the window, and open the door only if you recognize the hoof as mine.” But since she doesn’t trust them, she decides to put them to the test. She returns and knocks, and the little goats open the door immediately. She chides them and says: “You shouldn’t have opened the door. I could have been the wolf. If I had been the wolf, I would have eaten you all by now.”

The two last sentences are what I am interested in. Think about them: can they be captured in our double-indexed system (one-step or two-step) plus the possibility of diagonalization? If not, what else could we try?